This is a collection of the Matlab files associated with the book "Introduction to Random Matrices" by Giacomo Livan, Marcel Novaes, and Pierpaolo Vivo. All Matlab files have the same names used in the book, so navigation should be easy. The only exceptions are "histnorm.m" (which makes your life easy when trying to plot normalized histograms), and "double_factorial.m", which is called by the code "Gaussian_finite_density_check.m". All codes have been written in and tested with Matlab version R2015b
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What is the license of the code?
It's not written in the book nor in the project page.
Python version
Is that possible to create some python version? I am trying to rewrite the code of Gaussian Ensemble Density: https://github.com/RMT-TheoryAndPractice/RMT/blob/master/Gaussian_Ensembles_Density.m, but it seems difficult to get accurate results for GSE, unless for small value of N (like N=2) and large value of Nmatr (like N=100000). Also, in lines 34 and 45, there should be conjugate operation in addition to transpose, and in line 60, it might be problematic if there is some degeneration.
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