On the Limit of the Tridiagonal Model for ${\hat{I}}^2$-Dyson Brownian Motion

Alan Edelman, Sungwoo Jeong, Ron Nissim

In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a G${\hat{I}}^2$E random matrix is provided by Edelman and Dumitriu. The resulting…