GOE eigenvalues     random-matrices

Leonid Petrov


Simulation Info

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)

Dear colleagues:
Feel free to use code (unless otherwise specified next to the corresponding link), data, and visualizations to illustrate your research in talks and papers, with attribution (CC BY-SA 4.0). Some images are available in very high resolution upon request. I can also produce other simulations upon request - email me at lenia.petrov@gmail.com
This material is based upon work supported by the National Science Foundation under Grant DMS-2153869