PROBLEM: Random Matrices

INVESTIGATORS: Yi-Kai Liu

FINAL  PAPERS:

• randmtx.PDF
• figures.PDF
• yk_randmtx.tex

PROGRAMS  BY: Yi-Kai Liu

• gaussian.m
• gaussianband_reg.m
• plotdistrib.m
• sparse_reg.m
• uniform.m
• uniformband_reg.m

NOTES ON PROGRAMS:

Some brief notes about the random matrix programs:

If some source code has a comment saying "vectorized",
it has been rewritten to use MATLAB's built-in
vector functions.

Files whose names end in "_reg" contain code which uses
the regular (non-sparse) matrix functions.

For non-Gaussian distributions, the normalization factor
for the eigenvalues hasn't been worked out properly.
This can make the semicircle rule look a bit odd;
it doesn't affect the Wigner surmise, because the
eigenvalue spacings are always normalized to have
mean=1.