我不知道这是否是第一个，但我很确定你们可以完全理解这个简短而简洁的 matlab 代码可以做什么，即生成任何给定顺序的随机矩阵，随机输入从 {1,-1} 中选择。 事实上，该代码可以扩展为生成任何随机矩阵，其元素是从任何二元组中随机选择的，例如 {a,b}。 这项工作的灵感来自于 Terence Tao 的关于随机矩阵的博客（见网页： http://terrytao.wordpress.com/tag/random-matrices/ ) 以及来自斯坦福大学的 PMWood 在 2010 年Spring的 BADMath 日发表的“离散随机矩阵”演讲，加利福尼亚州圣何塞。 如您所见，代码的运行速度非常快。 但是它会急剧减慢并在您的命令窗口中显示“inf”，如果您使用“det”函数来测试它的奇异性。 当然，我们可以通过使用逻辑函数来避免这种情况。

白志东的《大维随机矩阵的谱分析理论》，是通信工程专业必不可少的工具，该文档清晰易读，无需解压。

Verdu的经典力作，无线通信与随机矩阵理论

Spectral Analysis of Large Dimensional Random Matrices(Second Edition) Zhidong Bai, Jack W.Silverstein 详细介绍了大维随机矩阵的特征值分布理论This book is dedicated to Professor Calyampudi radhakrishna rao's 90th Birthday Professor UIf Grenander's 87th Birthday Professor Yongquan Yins 80th Birthday and to My wife, Xicun Dan, my sons Li and steve gang, and grandsons Yongji, and Yonglin Zhidong bai My children, Hila and Idan ck W. silverstein Preface to the second edition The ongoing developments being made in large dimensional data analysis continue to generate great interest in random matrix theory in both theoret ical investigations and applications in many disciplines. This has doubtlessly contributed to the significant demand for this monograph, resulting in its first printing being sold out. The authors have received many requests to publish a second edition of the book Since the publication of the first edition in 2006, many new results have been reported in the literature. However, due to limitations in space, we cannot include all new achievements in the second edition. In accordance with the needs of statistics and signal processing, we have added a new chapter on the limiting behavior of eigenvectors of large dimensional sample covariance matrices. To illustrate the application of rmt to wireless communications and statistical finance, we have added a chapter on these areas. Certain new developments are commented on throughout the book. Some typos and errors found in the first edition have been corrected The authors would like to express their appreciation to Ms Li Hong for her help in the preparation of the second edition. They would also like to thank Professors Ying-Chang Liang, Zhaoben Fang, Baoxue Zhang, and Shurong Zheng, and Mr Jiang Hu, for their valuable comments and suggestions. They also thank the copy editor, Mr. Hal Heinglein, for his careful reading, cor rections, and helpful suggestions. The first author would like to acknowledge the support from grants NSFC

本代码主要利用MATLAB工具实现MATLAB——创建标准正态分布随机矩阵，简单明了，易于理解

This book gives a coherent and detailed description of analytical methods devised to study random matrices. These methods are critical to the understanding of various fields in in mathematics and mathematical physics, such as nuclear excitations, ultrasonic resonances of structural materials, chaotic systems, the zeros of the Riemann and other zeta functions. More generally they apply to the characteristic energies of any sufficiently complicated system and which have found, since the publication of the second edition, many new applications in active research areas such as quantum gravity, traffic and communications networks or stock movement in the financial markets. This revised and enlarged third edition reflects the latest developements in the field and convey a greater experience with results previously formulated. For example, the theory of skew-orthogoanl and bi-orthogonal polynomials, parallel to that of the widely known and used orthogonal polynomials, is explained here for the first time.

这是一本论述在随机矩阵在无线通信中使用的专业书籍，可以帮助相关的研究人员深入理解如何借助随机矩阵方法研究大数据技术在无线通信中的作用。

比较难得的无线通信领域的随机矩阵书籍，理论和实践结合的比较紧密，实用性比较强，可以缩短从数学理论到研究应用的时间。

Spectral Analysis of Large Dimensional Random Matrices(Second Edition) Zhidong Bai, Jack W.Silverstein 详细介绍了大维随机矩阵的特征值分布理论