Return a matrix with normally distributed pseudo-random elements having zero mean and variance one. The arguments are handled the same as the arguments for
rand
.By default,
randn
uses a Marsaglia and Tsang Ziggurat technique to transform from a uniform to a normal distribution. (G. Marsaglia and W.W. Tsang, 'Ziggurat method for generating random variables', J. Statistical Software, vol 5, 2000, http://www.jstatsoft.org/v05/i08/)