GOE eigenvalues     random-matrices

Leonid Petrov

This simulation uses WebAssembly and the Eigen library to compute eigenvalues of a Gaussian Orthogonal Ensemble (GOE) matrix. The visualization is done with d3.js.

50  
Top 5 Eigenvalues:
5 Eigenvalues around zero:
Top 10 Eigenvalues (Point Process):
20 Eigenvalues Around Zero (Point Process):
Histogram of eigenvalues:
Heatmap of matrix elements:

code

(note: parameters in the code might differ from the ones in simulation results below)