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Eigenvalues of random matrices from the Ginibre ensemble
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Eigenvalues of a 2000×2000 random matrix from the Ginibre ensemble | |
┌────────────────────────────────────────┐ | |
1.5 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⢀⡄⣠⣤⢤⣧⣄⡤⡠⢀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡀⣐⢔⡾⣿⠳⡽⣯⢿⢷⡯⡿⣹⡽⣿⣽⢾⣰⣠⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠠⣰⡺⣽⣷⢏⣶⢽⣻⣻⣫⣿⡯⣿⢟⡿⣿⢿⣟⣯⣺⢷⣦⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⣀⣿⣻⡟⣷⣷⡕⣛⢯⢾⣾⠯⢾⣿⡷⣝⣯⡯⣷⣋⢟⣿⣟⣿⢳⣀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⢿⡯⣿⣷⡵⣷⣪⣿⣷⣫⢯⡾⡽⣿⡜⣿⡷⣕⡿⣟⣿⣻⣳⡿⣽⣋⡆⠀⠀⠀⠀⠀⠀│ | |
│⠤⠤⠤⠤⠤⠤⢼⣿⣿⣿⢽⣯⡯⢿⣾⢽⡿⣽⢽⣽⡿⢷⡿⢿⣵⣿⣽⣿⢮⢿⣯⣧⣿⠥⠤⠤⠤⠤⠤⠤│ | |
│⠀⠀⠀⠀⠀⠀⠐⣽⡟⣯⣳⣯⣿⣿⣷⣯⢾⢷⣽⣏⣷⠟⣺⣜⣯⡝⣾⡻⡿⣿⣃⣿⣷⠁⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠰⡫⣿⣾⢾⠿⣳⡿⣽⣿⣫⣊⣿⣟⣟⡿⡷⣽⣻⣾⢟⡟⡯⡿⡿⠈⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠈⠺⢿⣗⣮⣿⣽⡽⣝⣯⣻⡽⣿⣾⣝⣯⣿⡿⡏⣾⡹⡿⠍⠁⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⠾⢫⢽⣿⣻⣿⣗⣭⣗⡽⣞⡾⢽⣫⣿⠊⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠁⠛⠉⠛⠙⡟⠙⠚⠊⠉⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
-1.5 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | |
└────────────────────────────────────────┘ | |
-1.5 1.5 | |
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using Distributions | |
using LinearAlgebra | |
using UnicodePlots | |
function ginibre(N) | |
d = Normal(0, sqrt(1/2N)) | |
reshape(rand(d, N^2), (N,N)) + im*reshape(rand(d, N^2), (N,N)) | |
end | |
v = eigvals(ginibre(2000)) | |
scatterplot(real(v), imag(v), xlim=[-1.5,1.5], ylim=[-1.5,1.5], title="Eigenvalues of a 2000×2000 random matrix from the Ginibre ensemble") |
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