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seen Dec 3 at 15:58

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Sep
24
awarded  Autobiographer
Jun
5
awarded  Popular Question
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?
Sep
25
awarded  Scholar
Sep
25
accepted Creating a random normal matrix
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.
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.
Sep
25
awarded  Student
Sep
25
asked Creating a random normal matrix