--- /dev/null
+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING. If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} laplace_rnd (@var{r})
+## @deftypefnx {Function File} {} laplace_rnd (@var{r}, @var{c}, @dots{})
+## @deftypefnx {Function File} {} laplace_rnd ([@var{sz}])
+## Return a matrix of random samples from the Laplace distribution.
+##
+## When called with a single size argument, return a square matrix with
+## the dimension specified. When called with more than one scalar argument the
+## first two arguments are taken as the number of rows and columns and any
+## further arguments specify additional matrix dimensions. The size may also
+## be specified with a vector of dimensions @var{sz}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Random deviates from the Laplace distribution
+
+function rnd = laplace_rnd (varargin)
+
+ if (nargin < 1)
+ print_usage ();
+ endif
+
+ if (nargin == 1)
+ if (isscalar (varargin{1}) && varargin{1} >= 0)
+ sz = [varargin{1}, varargin{1}];
+ elseif (isrow (varargin{1}) && all (varargin{1} >= 0))
+ sz = varargin{1}(:)';
+ else
+ error ("laplace_rnd: dimension vector must be row vector of non-negative integers");
+ endif
+ elseif (nargin > 1)
+ if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin)))
+ error ("laplace_rnd: dimensions must be non-negative integers");
+ endif
+ sz = [varargin{:}];
+ endif
+
+ tmp = rand (sz);
+ rnd = (tmp < 1/2) .* log (2 * tmp) - (tmp > 1/2) .* log (2 * (1 - tmp));
+
+endfunction
+
+
+%!assert(size (laplace_rnd (3)), [3, 3]);
+%!assert(size (laplace_rnd ([4 1])), [4, 1]);
+%!assert(size (laplace_rnd (4,1)), [4, 1]);
+
+%% Test input validation
+%!error laplace_rnd ()
+%!error laplace_rnd (-1)
+%!error laplace_rnd (ones(2))
+%!error laplace_rnd ([2 -1 2])
+%!error laplace_rnd (1, ones(2))
+%!error laplace_rnd (1, -1)
+