GaussianSymplecticMatrixDistribution

GaussianSymplecticMatrixDistribution[σ,n]

represents a Gaussian symplectic matrix distribution with matrix dimensions {2 n,2 n} over the field of complex numbers and scale parameter σ.

GaussianSymplecticMatrixDistribution[n]

represents a Gaussian symplectic matrix distribution with unit scale parameter.

Details

Background & Context

Examples

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Basic Examples  (3)

Generate a pseudorandom matrix:

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Check that the matrix is Hermitian:

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Check that is also quaternion selfdual:

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Represent the joint distribution of eigenvalues of a random matrix by MatrixPropertyDistribution and sample from it:

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Mean and variance:

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Scope  (4)

Applications  (2)

Properties & Relations  (4)

See Also

GaussianUnitaryMatrixDistribution  GaussianOrthogonalMatrixDistribution  MatrixPropertyDistribution  MatrixNormalDistribution  HermitianMatrixQ

Introduced in 2015
(10.3)
| Updated in 2017
(11.1)