GaussianUnitaryMatrixDistribution

GaussianUnitaryMatrixDistribution[σ, n] represents a Gaussian unitary matrix distribution with matrix dimensions {n, n} and scale parameter σ.

• GaussianUnitaryMatrixDistribution[n] represents a Gaussian unitary matrix distribution with unit scale parameter.

Examples

Create a Gaussian unitary matrix distribution:

dist = GaussianUnitaryMatrixDistribution[3]

Sample a random unitary matrix:

RandomVariate[GaussianUnitaryMatrixDistribution[3]]

Please visit the official Wolfram Language Reference for more details.