| bio | website | arxiv.org/a/ipsen_j_1 |
|---|---|---|
| location | Bielefeld, Germany | |
| age | ||
| visits | member for | 8 months |
| seen | Oct 19 '12 at 21:45 | |
| stats | profile views | 5 |
\tikz\foreach\x in {1,...,10} \draw (0,\x) -- (\x,0) (10,\x) -- (\x,10);
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Sep 25 |
comment |
Creating a random normal matrix I don't know if I understand your point. Do you want me to say something like: Let P(M)dM=k*exp[-Tr[w[M]]]dM be a probability measure, where dM is the measure on the space of normal matrices induced by the Euclidean metric on all complex matrices, w is a potential function, and k is a factor of normalization. How do I generate a random matrix from this ensemble? |
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Sep 25 |
awarded | Scholar |
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Sep 25 |
accepted | Creating a random normal matrix |
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Sep 25 |
comment |
Creating a random normal matrix You're of course right; the entries do follow some distribution(s). Please disregard my last comment. I found your answer very informative, and think I can use it solve original problem. |
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Sep 25 |
comment |
Creating a random normal matrix Yes, it was something like that I had in mind. The main problem with this approach is that one is not looking random matrix (meaning that entries are chosen according to some distribution), but rather at random distributed eigenvalues. |
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Sep 25 |
awarded | Student |
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Sep 25 |
asked | Creating a random normal matrix |