Wolfram Language & System 11.0 (2016)|Legacy Documentation

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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.

DetailsDetails

Background & Context
Background & Context

ExamplesExamplesopen allclose all

Basic Examples  (2)Basic Examples  (2)

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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Introduced in 2015
(10.3)