RM_beta {RMAT}

Generate a Hermite \beta-matrix

Description

Hermite-\beta ensemble matrices are matrices with normal entries and beta real number components. Using Dumitriu's tridiagonal model, this function is an implementation of the generalized, but not necessarily invariant, beta ensembles for \beta > 0.

Usage

RM_beta(N, beta)

Arguments

N

number of dimensions of the square matrix

beta

the value of the beta parameter for the beta ensemble

Value

A random Hermite beta matrix with any integer parameter beta

Examples

# Generate a 3x3 random beta matrix with beta = 4
P <- RM_beta(N = 3, beta = 4)

# Generate a 10x10 random beta matrix with beta = 25
P <- RM_beta(N = 10, beta = 25)