In the reference manual the parameter n of GaussianMV is described as "Number of random values to be generated".
If I wanted a set of 1000 correlated 3-dimensional vectors I would say that I wanted 3000 random values, the correct value for n in this case is actually 1000.
In the example file vdrnggaussianmv.c the parameter is defined/commented as:
#define N 10000 // Number of NDIM-dimensional vectors to generate
...which I find much more explicit.
I would suggest the description in the reference manual be changed to something like "Number of d-dimensional random vectors to be generated."