code: public double[][] sample(int n) {
          double[][] samples = new double[2 * n][];
  
          MultivariateGaussianDistribution[] gauss = new MultivariateGaussianDistribution[k];
          for (int i = 0; i < k; i++) {
              gauss[i] = new MultivariateGaussianDistribution(m[i], v);
          }
  
          for (int i = 0; i < n; i++) {
              samples[i] = gauss[Math.random(prob)].rand();
          }
  
          for (int i = 0; i < k; i++) {
              gauss[i] = new MultivariateGaussianDistribution(m[k + i], v);
          }
  
          for (int i = 0; i < n; i++) {
              samples[n + i] = gauss[Math.random(prob)].rand();
          }
  
          return samples;
      }
docs: Generate n samples from each class.