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  • Efficient sampling from matrix distributions and their derived properties.
  • Support for Gaussian ensembles (GOE, GUE, ...).
  • Support for circular ensembles (COE, CUE, ...).
  • Support for Wishart and inverse Wishart distributions.
  • Support for matrix normal and distributions.
  • Support for limiting distributions of eigenvalues from matrix distributions, which include Wigner semicircle, TracyWidom, and MarchenkoPastur distributions.
  • Numerical expectation computation of arbitrary matrix properties. »

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