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5 votes

Maximum singular value of a random $\pm 1$ matrix

For what it's worth, it's relatively easy to simulate these in Mathematica, via Manipulate[ Histogram[ N[SingularValueList[ 2 RandomInteger[{0, 1}, {m, n}] - 1, 1][[ 1]]] & /@ Range[10^power …
Emilio Pisanty's user avatar