omVectorGenerator</code></a> that generates vectors with with
 correlated components.
 <p>Random vectors with correlated components are built by combining
 the uncorrelated components of another random vector in such a way that
 the resulting correlations are the ones specified by a positive
 definite covariance matrix.</p>
 <p>The main use for correlated random vector generation is for Monte-Carlo
 simulation of physical problems with several variables, for example to
 generate error vectors to be added to