Symmetric Pseudo-Random Matrices

Abstract

We consider the problem of generating symmetric pseudo-random sign (+/-1) matrices based on the similarity of their spectra to Wigner's semicircular law. Using binary m-sequences (Golomb sequences) of lengths n=2m-1, we give a simple explicit construction of circulant n by n sign matrices and show that their spectra converge to the semicircular law when n grows. The Kolmogorov complexity of the proposed matrices equals to that of Golomb sequences and is at most 2log(n) bits.

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