creating a vector of independent random cauchy variables...

I would like to create a "1000000 length" vector of cauchy random variables...

The code for one cauchy random variable, x, is:

x= tan(pi*(rand-0.5))

I have a few ways I can think of for generating the vector, but I want the FASTEST computational way.

Thanks

D Howard

Answer 1

[Andrei Bobrov]

x = tan(pi*(rand(1000000,1)-0.5));