How to generate intercorrelated multivariate random numbers?

Hi, how can I generate a matrix (say 100x60) of normally distributed variables where some of the variables are correlated with others and some of them aren't?

do I approach this with 'randn' or 'mvnrnd' function?

Thank you in advance!

Answer 1

[John D'Errico]

help mvnrnd

Did you read the help? Maybe you need to understand what a correlation matrix is, and how to convert that to a covariance matrix.