H = PLOT_GAUSSIAN_ELLIPSOIDS(M, C) plots the distribution specified by mean M and covariance C. The distribution is plotted as an ellipse (in 2-d) or an ellipsoid (in 3-d). By default, the distributions are plo
Notice also that these matrices are symmetric, just as covariance matrices are. If X1 and X2 are statistically independent, then the off-diagonal elements of the matrices Q(1,1) and Q(2,2) will be zero, and Q(1,2) will be a zero matrix in accordance with the statistical independence...