How to Generate a random variable with a defined correlation to an existing variable?

for example if I have a fixed vector x1=[0.5;0.2;0.6;0.30;0.7]; how can I generate a vector x2 with a predefined correlation say 0.7 with x1?

Answer 1

[Niels]

>> x1=[0.5;0.2;0.6;0.30;0.7]
x1 =
    0.5000
    0.2000
    0.6000
    0.3000
    0.7000
>> x2=0.7*x1
x2 =
    0.3500
    0.1400
    0.4200
    0.2100
    0.4900