pub fn goe(n: usize, rng: &mut Rng) -> RandomMatrixExpand description
Gaussian Orthogonal Ensemble: symmetric matrix with N(0,1) off-diagonal and N(0,2) diagonal entries, divided by sqrt(2n).
pub fn goe(n: usize, rng: &mut Rng) -> RandomMatrixGaussian Orthogonal Ensemble: symmetric matrix with N(0,1) off-diagonal and N(0,2) diagonal entries, divided by sqrt(2n).