RME_norm {RMAT}

Generate an ensemble of normal random matrices

Description

Given the same arguments as RM_norm, this function returns an ensemble of random normal matrices. While random matrices usually do not exude unique properties on their own, they do indeed have deterministic properties at the ensemble level in terms of their spectral statistics.

Usage

RME_norm(N, mean = 0, sd = 1, ..., size)

Arguments

N

number of dimensions of the square matrix

mean

mean of the normal distribution of entries

sd

standard deviation of the normal distribution of entries

...

any default-valued parameters taken as arguments by RM_norm()

size

the size of the ensemble (i.e. number of matrices)

Value

An ensemble (list) of normal matrices as specified by the matrix arguments.

Examples

# Generate an ensemble of standard normal 3x3 matrices of size 20
ensemble <- RME_norm(N = 3, size = 20)