Eigenvalues of Random Symmetric Matrices

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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 (March 2011)
Open content licensed under CC BY-NC-SA


Snapshots


Details

The eigenvalues (or their differences) are sorted, and plotted in sequence.

With diagonal exponent , the constant is added to each element on the diagonal.



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