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Eigenvalues of Random Symmetric Matrices
Watch how the eigenvalues of random symmetric matrices approach a universal distribution as the size of the matrix increases.
Contributed by:
Stephen Wolfram
and
Michael Trott
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The eigenvalues (or their differences) are sorted, and plotted in sequence.
With diagonal exponent
, the constant
is added to each element on the diagonal.
RELATED LINKS
Random Matrix
(
Wolfram
MathWorld
)
Wigner's Semicircle Law
(
Wolfram
MathWorld
)
PERMANENT CITATION
"
Eigenvalues of Random Symmetric Matrices
" from
the Wolfram Demonstrations Project
http://demonstrations.wolfram.com/EigenvaluesOfRandomSymmetricMatrices/
Contributed by:
Stephen Wolfram
and
Michael Trott
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