function w = wishart(n,m,isreal); %WISHART The Wishart matrix. % WISHART(N,M,ISREAL) generates an N x N Hermitian Wishart matrix. % If ISREAL = 1 then the elements of W are real. % If ISREAL = 0 then the elements of W are complex. % % N and M are integers 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] J. Wishart, The generalized product moment distribution in % samples from a normal multivariate population, % Biometrika, vol. 20-A, pages 32-52, 1928. % % Alan Edelman and Raj Rao, Sept. 2004. % $Revision: 1.0 $ $Date: 2004/09/10 23:45:18 $ if(isreal==1) g = randn(n,m); else g = (randn(n,m) + i*randn(n,m))/sqrt(2); end w = (g * g') / m;