random_matrix_eigenvalues, a Python code which demonstrates how, for certain probability density functions (PDF), a symmetric matrix with entries sampled from that PDF will have eigenvalues distributed according to Wigner's semicircle distribution.


The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.


random_matrix_eigenvalues is available in a Python version.

Related Data and Programs:

test_mat, a Python code which defines test matrices for which the condition, determinant, eigenvalues, inverse, null vectors, P*L*U factorization or linear system solution are already known, including the Vandermonde and Wathen matrix.


  1. John D Cook, Heavy-tailed random matrices, https://www.johndcook.com/blog/

Source Code:

Last revised on 10 February 2017.