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Random matrices package for Julia

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We have Tracy–Widom, but no Sine kernel.

The README references things like `GaussianHermiteMatrix`, `GaussianLaguerreMatrix`, etc. However, in commit 929cab8a7846ce82cc4b3b9162c62e9272be6ea5 these methods were replaced and the API was changed. The README should be updated to reflect these changes.

It seems like this code is stale (though maybe my use of it is incorrect). I can't get `eigvaljpdf(d::GaussianLaguerre, lambda::Vector{Eigenvalue})` to run in v0.6.2. I'm happy to help update the...

Hi, I have been working on a package (not yet on github) to generate random `Matrix{Bool}`s, given fixed row sums or column sums or both (see e.g. http://projecteuclid.org/euclid.aos/1375362560 for some...

As reported by @dlfivefifty, ``` eigvalrand(GaussianJacobi(2,0,0),100) ``` produces eigenvalues shown in the plot. They should be symmetrically distributed around 1/2, so the heavy clustering should be present both at 0...

bug

Bumps [julia-actions/setup-julia](https://github.com/julia-actions/setup-julia) from 1 to 2. Release notes Sourced from julia-actions/setup-julia's releases. v2.0.0 - Update to Node20 What's Changed update to node20 by @​ranocha in julia-actions/setup-julia#209 Note the rationale for...

dependencies

Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 3 to 4. Release notes Sourced from codecov/codecov-action's releases. v4.0.0 v4 of the Codecov Action uses the CLI as the underlying upload. The CLI has helped to...

dependencies

Bumps [actions/cache](https://github.com/actions/cache) from 3 to 4. Release notes Sourced from actions/cache's releases. v4.0.0 What's Changed Update action to node20 by @​takost in actions/cache#1284 feat: save-always flag by @​to-s in actions/cache#1242...

dependencies

I think that the following code is missing a factor of 2 dividing when the function returns. ``` function rand(d::Wigner{2}, n::Int) A = randn(n, n) + im*randn(n, n) normalization =...

I compared with TracyWidomBeta.jl and also the following random airy operator at beta=4 and those two matched. The code in this package is off by 1.14 or something, if it...