Histogram of GOE eigenvalues with Wigner semicircle law curve overlay, point process scatter plots for the 10 largest and 20 near-zero eigenvalues, and a color heatmap of the symmetric random matrix entries. Adjust matrix size N via slider and click Generate to resample. Lists top 5 and near-zero eigenvalues numerically.
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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)-
Link to code(This simulation is interactive, written in JavaScript, see the source code of this page at the link) -
Link to code(C++ code for the simulation)