Re-implement multivariate normal number generation

[giovannic]

The code is currently a slightly modified randlib version.

The code:

• is GPL licensed
• uses floats instead of doubles
• has gotos
• uses linpack instead of LAPACK
• recalculates the Cholesky decomposition too many times

[giovannic]

This implementation can also fail with negative correlations, because Cholesky decomposition requires a positive definite matrix.