Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation

DOI10.1080/00207160903193962zbMath1177.65060OpenAlexW2154149035MaRDI QIDQ3643184

Efraim Shmerling

Publication date: 10 November 2009

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160903193962

zbMATH Keywords

algorithmnumerical exampleMonte Carlo simulationrandom number generatorMatlabeigenvalues distributionrandom symmetric matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Random matrices (algebraic aspects) (15B52) Random number generation in numerical analysis (65C10)

Uses Software

• Matlab

Cites Work

• On the distribution of the roots of certain symmetric matrices
• On the concentration of eigenvalues of random symmetric matrices
• Random matrix theory
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