represents a circular quaternion matrix distribution with matrix dimensions {2 n,2 n} over the field of complex numbers.


Background & Context


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Basic Examples  (2)

Generate a pseudorandom CQE matrix:

It is unitary and preserves the symplectic matrix :

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

Scope  (3)

Generate a random matrix from unitary symplectic group :

Generate a set of random matrices from unitary symplectic group:

Compute statistical properties numerically:

Properties & Relations  (2)

Distribution of phase angle of the eigenvalues:

Compute the spacing between eigenvalues:

Compare the histogram of sample level spacings with the closed form, also known as Wigner surmise for Dyson index 2:

For eigenvectors of CircularQuaternionMatrixDistribution with dimension large, the scaled modulus of the elements is distributed:

Compare the histogram with PDF of ChiSquareDistribution:

Introduced in 2015