function w = wigner(n,isreal); %WIGNER The Wigner matrix. % WIGNER(N,ISREAL) generates an N x N symettric Wigner matrix. % If ISREAL = 1 then the elements of W are real. % If ISREAL = 0 then the elements of W are complex. % % N is an integer while ISREAL equals either 0 or 1. % W is an N x N matrix. % % 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: 2004/09/10 23:21:18 $ if(isreal==1) g = randn(n,n); else g = (randn(n,n) + i*randn(n,n))/sqrt(2); end w = (g + g') / sqrt(2*n);