How to generate gaussian white noise with variable variance

Someone please tell me, how can I generate Gaussian white noise with variable variance. If possible give me equation and also source code.

Thanks in advance.

Answer 1

[Daniel Shub]

It is not clear what do you mean by variable variance. If you want a bunch of random numbers all with the same variance, but you want to be able to specify the variance sigma2:

randn(1, 0, sigma2);

If you want a set of random variable, with each coming from a distribution with a different sgima

sigma.*randn(size(sigma));