R version 2.8.1 (2008-12-22)
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ISBN 3-900051-07-0
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> C <- matrix(c(1.75,-1.299,-1.299,3.25),nrow=2,byrow=T)

> U <- eigen(C)$vectors

> Lambda <- diag(eigen(C)$values)

> Lambdanj <- diag(sqrt(eigen(C)$values))

> b <- c(0,2)

> A <- U %*% Lambdanj

> d <- NROW(b)   ;   n <- 100   ;   N <- (d * n)   ;
   Pistematriisi <- matrix(c(1:N),nrow=n,byrow=T)   ;
   for(i in 1:n){  x.randv.iid <- rnorm(d,0,1) ;
   y.randv <- (A %*% x.randv.iid + b) ;
   for(j in 1:d){  Pistematriisi[i,j] <- y.randv[j]  }  }

> plot(Pistematriisi[,1],Pistematriisi[,2])