vendredi 26 mars 2021

How can I plot the eigen values of 10000 random matrices in R?

I have the following function that creates M random normal matrices of size n. But how can I plot all the Eigen values of all these matrices in one plot (histogram )?

M = 10000
n = 6
rmat <- function(n){
  matrix(rnorm(n*n), n, n)
}
out <- replicate(M, rmat(n))



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