Fast ND multidimensional gaussian mixture random generator

A fast generator of gaussian mixture samples

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A fast generator of gaussian mixture samples with a general ND dimensional calling syntax.

Permit to sample from a simple multivariate process to several gaussian mixture in a easy way.

Please run mexme_sample_mvgm.m to compile on your own platform. (Be sure to mex -setup is done before)

Cite As

Sebastien PARIS (2026). Fast ND multidimensional gaussian mixture random generator (https://se.mathworks.com/matlabcentral/fileexchange/17489-fast-nd-multidimensional-gaussian-mixture-random-generator), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: EM_MVGM

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.3.0.0

-Minor update for Linux systems

1.2.0.0

-Fixed bug with Linux64 & GCC

1.1.0.0

-Compatible with GCC compiler

1.0.0.0

-Fix Z = sample_mvgm(N , mu) call