freealg.distributions.DeformedWigner.matrix

DeformedWigner.matrix(size, seed=None)

Generate matrix with the spectral density of the distribution.

Parameters:

sizeint

Size \(n\) of the matrix.

seedint, default=None

Seed for random number generator.

Returns:

Anumpy.ndarray

A matrix of the size \(n \times n\).

Notes

Generate an \(n \times n\) matrix \(\mathbf{A} = \mathbf{T} + \sigma \mathbf{W}\) whose ESD converges to \(H \boxplus \mathrm{SC}_{\sigma^2}\), where \(H = \sum_{i=1}^{r} w_i \delta_{t_i}\).

Examples