% Plot a 2d Gaussian Distribution
%           C=[4 2; 2 5],  C^{-1}=[5 -2; -2 4]/16;
a= 5.0/16;
b=-2.0/16;
c= 4.0/16;
x=-3.6:0.3:3.6;
x=1+x;
y=3+x';
X=ones(length(y),1)*x;
Y=y*ones(1,length(x));
Z=exp(-(a*(X-1).^2+2*b*(X-1).*(Y-3)+c*(Y-3).^2)/2+eps)/(2*pi);
mesh(x,y,Z);
title('f(x,y)= (1/8\pi)*exp[-(5(x-1)^2-4(x-1)(y-3)+4(y-3)^2)/16]')