Wolfram Language

  • 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. »

Related Examples

Related Functions

Related Guides

See Also New in 11

de es fr ja ko pt-br ru zh