n=8; dummystep=31*d1+d2; rng('default'); for i=1:dummystep dummy=rand; end Corr=zeros(n,n); for i=1:n for j=1:n Corr(i,j)=(-1)^abs(i-j)/(abs(i-j)+1); end end sigma=zeros(n,1); mu=zeros(n,1); sigma(1)=2; mu(1)=3; for i=1:n-1 sigma(i+1)=sigma(i)+2*rand; mu(i+1)=mu(i)+1; end D=diag(sigma); C2=D*Corr*D; C=0.5*(C2+C2');