API Reference

Free Forms

The following classes core implementations defining the free objects.

freealg.FreeForm(A[, support, delta, dtype])

Free probability for large matrices.

Linear Algebra

The followings are the free version of some of the common linalg functions.

freealg.eigvalsh(A[, size, psd, seed, plot])	Estimate the eigenvalues of a matrix.
freealg.cond(A[, size, seed])	Estimate the condition number of a Hermitian positive-definite matrix.
freealg.norm(A[, size, order, seed])	Estimate the Schatten norm of a Hermitian matrix.
freealg.trace(A[, N, p, seed])	Estimate the trace of a power of a Hermitian matrix.
freealg.slogdet(A[, size, seed])	Estimate the sign and logarithm of the determinant of a Hermitian matrix.

Distribution Tools

The following functions are utilities for distributions.

freealg.supp(eigs[, method, k, p])	Estimates the support of the eigenvalue density.
freealg.sample(x, rho, num_pts[, method, seed])	Low-discrepancy sampling from density estimate.
freealg.kde(eig, xs, lam_m, lam_p, h[, ...])	Kernel density estimation of eigenvalues.

Classical Distributions

The following classes define classical random ensembles.

freealg.distributions.MarchenkoPastur(lam)	Marchenko-Pastur distribution.
freealg.distributions.Wigner(r)	Wigner semicircle distribution.
freealg.distributions.KestenMcKay(d)	Kesten-McKay distribution.
freealg.distributions.Wachter(a, b)	Wachter distribution.
freealg.distributions.Meixner(a, b, c)	Meixner distribution.