Implement a new function in skrmt.ensemble.utils that plots the spectral histogram of a random matrix ensemble alongside the PDF of the corresponding spectral law. This is useful to compare independent drawn samples from the spectral distributions vs. computing the eigenvalues (not independent) of samples of random matrices.
The new function is called plot_spectral_hist_and_law.
In addition, the methods plotting histograms in the ensemble classes have been slightly refactored.
Implement a new function in
skrmt.ensemble.utilsthat plots the spectral histogram of a random matrix ensemble alongside the PDF of the corresponding spectral law. This is useful to compare independent drawn samples from the spectral distributions vs. computing the eigenvalues (not independent) of samples of random matrices.The new function is called
plot_spectral_hist_and_law.In addition, the methods plotting histograms in the ensemble classes have been slightly refactored.