I want to generate a random vector with $\mathcal{N}(0, C)$ distribution, i.e. normal distribution with $0$ mean and given covariance matrix $C$.
$C$ is not invertible (singular). Here it's written:
The covariance matrix is allowed to be singular (in which case the corresponding distribution has no density). This case arises frequently in statistics (...)
So, how can I do it without inverting $C$?