% Generate 3 clusters
 MU1 = [-1 -1]; SIGMA1 = [.5 0; 0 .5];
 MU2 = [2 2];   SIGMA2 = [.7 0; 0 .7];
 MU3 = [-3 3];  SIGMA3 = [0.1 0; 0 0.1];
 X1 = [mvnrnd(MU1,SIGMA1,100);mvnrnd(MU2,SIGMA2,100);mvnrnd(MU3,SIGMA3,100)];

plot(X1(:,1),X1(:,2),'LineStyle','.');