DEMO
SAMPLE 1 17
DIM P 17 2
SAMPLE 2 17
GENR P:1=1
GEN1 P:1=sqrt(1-.8*.8)
SAMPLE 1 17
GENR P:2=-.8
PRINT P
GLS CONSUME INCOME PRICE / PMATRIX=P 

* Now verify the results with the AUTO command
AUTO CONSUME INCOME PRICE / RHO=0.8
STOP