%%% Program by Hammad Munawar (www.hammadmunawar.weebly.

com)
%%% IAA, Islamabad, Pakistan
%
%%% Create two random vectors with mean=100,sd=10,correlation=0.5
%
mean=100;%mean
sd=10;%standard deviation
corr_mat=[1 0.5;0.5 1];%correlation matrix
L=chol(corr_mat);%cholesky factorization
U=mean+sd.*rand(100,2);%generate random vectors with specified mean and sd
U=U*L;%set correlations
x=U(:,1);%first random vector
y=U(:,2);%second random vector

corr(x,y)%verify correlation