设协方差矩阵C为3x3，则z为所求噪声。可验证Cz=C
C=[ 10 -3 -1
-3 5 2
-1 2 1];
[V,D] = eig(C);
A = V*sqrt(D);
x = randn(1000,size(C,1));
z = x*A';
Cz = cov(z);
p =2;
n = 100;
mu = zeros(n,p);
Sigma = [1,0.5;0.5,1];
X = mvnrnd(mu,Sigma);
a1 = X(:,1)
a2 = X(:,2)
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