Figure 9.5 (page 512):

Multivariate normal for n_p=2.

Code for Figure 9.5

Text of the GNU GPL.

main.m

%% Copyright (C) 2001, James B. Rawlings and John G. Ekerdt
%%
%% This program is free software; you can redistribute it and/or
%% modify it under the terms of the GNU General Public License as
%% published by the Free Software Foundation; either version 2, or (at
%% your option) any later version.
%%
%% This program is distributed in the hope that it will be useful, but
%% WITHOUT ANY WARRANTY; without even the implied warranty of
%% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
%% General Public License for more details.
%%
%% You should have received a copy of the GNU General Public License
%% along with this program; see the file COPYING.  If not, write to
%% the Free Software Foundation, 59 Temple Place - Suite 330, Boston,
%% MA 02111-1307, USA.


a11 = 3.5;
a12 = 2.5;
a22 = 4.0;

xisosamples = 35;
yisosamples = 35;

x = linspace(-2, 2, xisosamples)';
y = linspace(-2.44949, 2.44949, yisosamples)';

[xx,yy] = meshgrid(x,y);

zz = exp( -0.5*(a11*xx.*xx + 2*a12*xx.*yy + a22*yy.*yy));

file = fopen ('threednormal.dat', 'w');
for j = 1:yisosamples
  for i = 1:xisosamples
   fprintf (file, '%f %f %f\n', x(i), y(j), zz(j, i));
  end
  if (j < yisosamples)
    fprintf (file, '\n');
  end
end
fclose (file);

mesh (xx, yy, zz);
title ('Figure 9.5')

Data files

threednormal.dat

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