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+function y = gauss(mu, covar, x)
+%GAUSS	Evaluate a Gaussian distribution.
+%
+%	Description
+%
+%	Y = GAUSS(MU, COVAR, X) evaluates a multi-variate Gaussian  density
+%	in D-dimensions at a set of points given by the rows of the matrix X.
+%	The Gaussian density has mean vector MU and covariance matrix COVAR.
+%
+%	See also
+%	GSAMP, DEMGAUSS
+%
+
+%	Copyright (c) Ian T Nabney (1996-2001)
+
+[n, d] = size(x);
+
+[j, k] = size(covar);
+
+% Check that the covariance matrix is the correct dimension
+if ((j ~= d) | (k ~=d))
+  error('Dimension of the covariance matrix and data should match');
+end
+   
+invcov = inv(covar);
+mu = reshape(mu, 1, d);    % Ensure that mu is a row vector
+
+x = x - ones(n, 1)*mu;
+fact = sum(((x*invcov).*x), 2);
+
+y = exp(-0.5*fact);
+
+y = y./sqrt((2*pi)^d*det(covar));