function f = manovaedf(c1,c2); %MANOVAEDF Theoretical density of eigenvalues of an infinite MANOVA matrix. % MANOVAEDF(C1,C2) returns the limiting theoretical density of the % eigenvalues of an infinite MANOVA matrix, % where C1 = N / M1 and C2 = N / M2 and N1, M1, and % M2 are parameters of the MANOVA matrix. % % C1 and C2 are positive real numbers less than 1. % 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] R. J. Muirhead, Aspects of Multivariate Statistical Theory, % John Wiley & Sons, New York, 1982. % % % Alan Edelman and Raj Rao, Sept. 2004. % $Revision: 1.0 $ $Date: 2004/09/10 23:55:18 $ syms x f b0 = c1*x-c2*x-c1+2; b1 = -2*c2*x^2+2*x-3*c1*x+c1+c2*x-1+2*c1*x^2; b2 = c1*x-2*c1*x^2+c2*x^2-x^3*c2+x^3*c1; f = sqrt(4*b2*b0-b1^2)/(2*pi*b2);