```{code-cell} ipython3

import numpy as np

from scipy.linalg import qr

rng = np.random.default_rng()

```

```{code-cell} ipython3

```{code-cell} ipython3

# experiment this with one random A matrix

A = np.random.random((3, 3))

A = rng.random((3, 3))

```

```{code-cell} ipython3

n = 1000

# generate some random moments

𝜇 = np.random.random(size=k)

C = np.random.random((k, k))

𝜇 = rng.random(size=k)

C = rng.random((k, k))

Σ = C.T @ C

```

```{code-cell} ipython3

# X is random matrix where each column follows multivariate normal dist.

X = np.random.multivariate_normal(𝜇, Σ, size=n)

X = rng.multivariate_normal(𝜇, Σ, size=n)

```

```{code-cell} ipython3