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@@ -29,7 +29,8 @@ Hermite, Laguerre(m) and Jacobi(m1, m2) ensembles.
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each construct a sample dense `n`x`n` matrix for the corresponding matrix ensemble with `beta=1,2,4`
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-`GaussianHermiteTridiagonalMatrix(n, beta)`, `GaussianLaguerreTridiagonalMatrix(n, m, beta)`,
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`GaussianJacobiSparseMatrix(n, m1, m2, beta)` each construct a sparse `n`x`n` matrix for the
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corresponding matrix ensemble for arbitrary positive finite `beta`
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corresponding matrix ensemble for arbitrary positive finite `beta`.
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`GaussianHermiteTridiagonalMatrix(n, Inf)` is also allowed.
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-`GaussianHermiteSamples(n, beta)`, `GaussianLaguerreSamples(n, m, beta)`,
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`GaussianJacobiSamples(n, m1, m2, beta)` return a set of `n` eigenvalues from the previous sampled
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random matrices
@@ -76,6 +77,7 @@ Famous distributions in random matrix theory
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# References
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- James Albrecht, Cy Chan, and Alan Edelman, "Sturm Sequences and Random Eigenvalue Distributions", *Foundations of Computational Mathematics*, vol. 9 iss. 4 (2009), pp 461-483. [[pdf]](www-math.mit.edu/~edelman/homepage/papers/sturm.pdf)[[doi]](http://dx.doi.org/10.1007/s10208-008-9037-x)
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- Alan Edelman and Brian D. Sutton, "The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems", *Foundations of Computational Mathematics*, vol. 8 iss. 2 (2008), pp 259-285. [[pdf]](http://www-math.mit.edu/~edelman/homepage/papers/betajacobi.pdf)[[doi]](http://dx.doi.org/10.1007/s10208-006-0215-9)
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- Alan Edelman, Per-Olof Persson and Brian D Sutton, "The fourfold way", *Journal of Mathematical Physics*, submitted (2013). [[pdf]](http://www-math.mit.edu/~edelman/homepage/papers/ffw.pdf)
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u- Alan Edelman and Brian D. Sutton, "The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems", *Foundations of Computational Mathematics*, vol. 8 iss. 2 (2008), pp 259-285. [[pdf]](http://www-math.mit.edu/~edelman/homepage/papers/betajacobi.pdf)[[doi]](http://dx.doi.org/10.1007/s10208-006-0215-9)
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- Peter Henrici, *Applied and Computational Complex Analysis, Volume I: Power Series---Integration---Conformal Mapping---Location of Zeros*, Wiley-Interscience: New York, 1974 [[worldcat]](http://www.worldcat.org/title/applied-and-computational-complex-analysis/oclc/746035)
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