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Condition number of a matrix factorization

Condition number of a matrix factorization. Haar or not Haar?. Level Density of complex Hermite. Smallest eigenvalue of Laguerre (Multivariate Hypergeometric). Tracy-Widom Distributions. Largest Eigenvalue of Hermite. Spacings of GUE. Riemann Zeta Zeros. Stochastic Operator.

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Condition number of a matrix factorization

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  1. Condition number of a matrix factorization

  2. Haar or not Haar?

  3. Level Density of complex Hermite

  4. Smallest eigenvalue of Laguerre (Multivariate Hypergeometric)

  5. Tracy-Widom Distributions

  6. Largest Eigenvalue of Hermite

  7. Spacings of GUE

  8. Riemann Zeta Zeros

  9. Stochastic Operator

  10. Free Probability vs Classical Probability

  11. Finite Free Probability

  12. Random Matrix Calculator

  13. “Characterizable” Random Matrix • A random matrix whose level density and moments can be compute analytically? • What matrices are characterizable? • All matrices generated by the calculator and more! • Sum/Product/AntiCommutator/Grammian of two characterizable matrices is also characterizable

  14. How to use calculator

  15. Steps 1 and 2

  16. Steps 3 and 4

  17. Steps 5 and 6

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