function f = wigneredf; %WIGNEREDF Density of eigenvalues of an infinite Wigner matrix. % WIGNEREDF returns the theoretical density of the eigenvalues of % an infinite Wigner matrix % % F is a symbolic variable. % % References: % [1] Alan Edelman, Handout 3: Experiments with Classical % Matrix Ensembles, Fall 2004, % Course Notes 18.338. % [2] Alan Edelman, Random Matrix Eigenvalues. % [3] E. P. Wigner, Characteristic vectors of bordered matrices with % infinite dimensions, Annals of Mathematics, % vol. 62, pages 548-564, 1955. % % Alan Edelman and Raj Rao, Sept. 2004. % $Revision: 1.0 $ $Date: 2004/09/11 20:47:15 $ syms f x f = sqrt(4-x^2)/(2*pi);