<p>In <a href="https://stats.stackexchange.com/questions/179321/computing-covariance-matrix-from-the-given-variances/">this question</a> the correctly copied excerpt from the <a href="http://www.cs.berkeley.edu/~jordan/papers/CSD-04-1330.pdf" rel="nofollow noreferrer"> paper used</a> reproduces a typo that would make the findings of the paper invalid. The correct simulation setting is found in the <a href="http://web.stanford.edu/~hastie/Papers/spc_jcgs.pdf" rel="nofollow noreferrer">paper cited within the paper used</a>. (<em>It is clear that one cannot use the variance in the  paper the OP uses, an error variance of $300$ instead of $1$ would invalidate any findings.</em>) 
Should we fix the excerpt presented and break compatibility with the original text or not? I checked other version of the paper used by the OP (<a href="http://arxiv.org/pdf/cs/0406021v3.pdf" rel="nofollow noreferrer">here</a> and <a href="http://papers.nips.cc/paper/2628-a-direct-formulation-for-sparse-pca-using-semidefinite-programming.pdf" rel="nofollow noreferrer">here</a>) and all have the same typo.</p>
