I need to generate random vectors with some constraints.
I need to create 2 set of random (latitude, longitude) vectors with the following constraints:

a first set of vectors such as

latitude0 - alpha <= latitude <= latitude0 + alpha
longitude0 - n * beta <= longitude <= longitude0 + n * beta

Moreover the best would be also to switch from one set to the other regularly …
I look at Random Data Generation | Hipparchus::Core
but as I am not familiar with such random generations, I tried the example but I don’t know how to answer my problem …

My main problem is to construct the covariance matrix …

For the record: my need is related to Digital Elevation Model (DEM) for 4 contiguous tiles of DEM, where I need to test the increase in computation time when using the new feature solving the issue in Rugged library.

Your method seems correct to me. Be aware that it assumes longitude and latitude represent a flat area here, so it works only on small ranges. For larger ranges, or ranges that contain poles, a completely different method should be used, but this is another story.