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A tridiagonal matrix is a band matrix that has nonzero elements only on the main diagonal, the first diagonal below this, and the first diagonal above the main diagonal.

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Is tridiagonal reduction the current best practice to compute eigenvalues of random matrices...

I have tried to compute the eigenvalues of random matrices of the GOE ensemble, using MATLAB. Such matrices of size $n * n $ can be obtained easily, symmetrizing matrices whose elements follow the s …
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