Normal prob. density function (pdf) with arbitrary covariance matrix. Evaluate the multi-variate density with mean vector m and covariance matrix C for the input vector xs. Assumes that the N datapoints are d dimensional. Then m is dx1 or 1xd, C is dxd, and xs is dxN or NxD where N is the number of samples to be evaluated. USAGE ps = normpdf2( xs, m, C ) INPUTS xs - points to evaluated (Nxd or dxN) m - mean vector (dx1 or 1xd) C - Covariance matrix (dxd) OUTPUTS ps - probability density at each x (Nx1) EXAMPLE ps = normpdf2( randn(10,2), [0 0], eye(2) ) See also NORMPDF Piotr's Computer Vision Matlab Toolbox Version 2.30 Copyright 2014 Piotr Dollar. [pdollar-at-gmail.com] Licensed under the Simplified BSD License [see external/bsd.txt]