NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_rand_multivar_normal (g05rzc) Example Program Results

     1.4534  -14.1206   -3.7410    0.1184 
    -0.6191   -4.8000   -0.1473   -0.0304 
     1.8607    5.3206   -5.0753    0.0106 
     2.0861  -13.6996   -1.3451    0.1428 
    -0.6326    3.9729    0.5721   -0.0770 
     0.9754   -3.8162   -4.2978    0.0040 
     0.6174   -5.1573    2.5037    0.0772 
     2.0352   26.9359    2.2939   -0.0826 
     0.9941   14.7700   -1.0421   -0.0549 
     1.5780    2.8916   -2.1725   -0.0129