Update type definitions of random matrix ensembles
The type definitions for Ginibre, GaussianHermite, GaussianJacobi, Ginibre, and Haar are wonky, and they could all become parametric immutable types instead. Below, I list their definitions and suggest improvements, some of which are breaking:
https://github.com/JuliaMath/RandomMatrices.jl/blob/fc98f3bb6432214614d0a478d4faa6c40d108e7b/src/GaussianEnsembles.jl#L43-L44
struct GaussianHermite{B} <: ContinuousMatrixDistribution
beta::B
end
https://github.com/JuliaMath/RandomMatrices.jl/blob/fc98f3bb6432214614d0a478d4faa6c40d108e7b/src/GaussianEnsembles.jl#L175-L179
struct GaussianLaguerre{B,A} <: ContinuousMatrixDistribution
beta::B
a::A
end
https://github.com/JuliaMath/RandomMatrices.jl/blob/fc98f3bb6432214614d0a478d4faa6c40d108e7b/src/GaussianEnsembles.jl#L277-L282
struct GaussianJacobi{B,A} <: ContinuousMatrixDistribution
beta::B
a::A
b::A
end
https://github.com/JuliaMath/RandomMatrices.jl/blob/fc98f3bb6432214614d0a478d4faa6c40d108e7b/src/Ginibre.jl#L27-L30
struct Ginibre{B} <: ContinuousMatrixDistribution
beta::B
end
https://github.com/JuliaMath/RandomMatrices.jl/blob/fc98f3bb6432214614d0a478d4faa6c40d108e7b/src/Haar.jl#L91-L93
struct Haar{B} <: ContinuousMatrixDistribution
beta::B
end
@dlfivefifty please let me know your thoughts, I'm happy to implement these changes. I'm also aware that I'm new to this old package, so I won't be upset if you turn down this proposal 😄