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Inconsistent normalization for GOE matrices with β=1 #36

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SebastianM-C opened this issue Jan 18, 2018 · 0 comments
Closed

Inconsistent normalization for GOE matrices with β=1 #36

SebastianM-C opened this issue Jan 18, 2018 · 0 comments

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@SebastianM-C
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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
normalization
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@SebastianM-C