iwishrnd
              Return a random matrix sampled from the inverse Wishart distribution with given parameters.
 Inputs: the  positive definite matrix Tau and scalar
 degrees of freedom parameter df (and optionally the transposed Cholesky
 factor DI of Sigma = inv(Tau)).
df can be non-integer as long as
 Output: a random   matrix W from the inverse
 Wishart(Tau, df) distribution. (inv(W) is from the
 Wishart(inv(Tau), df) distribution.) If n > 1,
 then W is p x p x n and holds n such random
 matrices. (Optionally, the transposed Cholesky factor DI of Sigma
 is also returned.)
Averaged across many samples, the mean of W should approach Tau / (df - p - 1).
See also: iwishpdf, wishpdf, wishrnd
Source Code: iwishrnd