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There is an inconsistency between how the dense (GaussianHermiteMatrix) matrices and the tridiagonal (GaussianHermiteTridiagonalMatrix) matrices are normalized.
Comparing the two with
n =3000
λs1 =eigvalrand(Wigner(1), n)
λs2 =eigvals(rand(Wigner(1), n))
gives
The text was updated successfully, but these errors were encountered:
There is an inconsistency between how the dense (
GaussianHermiteMatrix
) matrices and the tridiagonal (GaussianHermiteTridiagonalMatrix
) matrices are normalized.Comparing the two with
gives
![normalization](https://user-images.githubusercontent.com/31181429/35099570-2a9e2ebc-fc61-11e7-9959-400751b1634a.png)
The text was updated successfully, but these errors were encountered: