Statistics of a Distribution on Unitary Matrices

jjgreen1 pts0 comments

st.statistics - Statistics of a distribution on unitary matrices - MathOverflow

Statistics of a distribution on unitary matrices

Ask Question

Asked<br>today

Modified<br>today

Viewed<br>51 times

$\begingroup$

I recently wrote some code to generate random matrices $A\in U(n)$ with the property that the entries in $A$, the entries in the normalised eigenvectors of $A$, and the eigenvalues, all lie in $\mathbb{Q}(i)$. (This is convenient because it allows me to test certain ideas by exact calculation.) I will describe the process below, but the details are quite ad hoc and are not important for my main question. Although my process is certainly sufficiently random for the purposes I had in mind, I was nonetheless wondering how close it is to a uniform distribution with respect to Haar measure. What is the best way to formulate that question, and to test it by calculating statistics from random samples?

For the record, my process is as follows. I fix an integer $N>0$, then generate random rational numbers $q=a/b$ with $a$ uniformly random in $[-N^2,N^2]$ and $b$ uniformly random in $[1,N]$. This gives random points $z=(1+iq)/(1-iq)$ on $S^1$. These are probably not so well distributed, but I generate three of them, take their product, and multiply by $i^k$ with $k$ uniformly random in $\{0,1,2,3\}$. This gives points on $S^1$ which I guess are quite uniformly distributed. I then take $n$ of these and use them as the diagonal entries of a diagonal matrix $D$. I also make a random Hermitian matrix $H$ where the real and imaginary parts of the entries are random rationals as discussed above, and I put $U=(1+iH)(1-iH)^{-1}$ and $A=UDU^{-1}$. (I would also be interested in suggestions for more elegant or efficient algorithms.)

st.statistics<br>random-matrices

Share

Cite

Improve this question

Follow

edited 41 mins ago

asked 1 hour ago

Neil Strickland

59k77 gold badges147147 silver badges270270 bronze badges

$\endgroup$

$\begingroup$<br>Why is $A$ unitary? I get $A A^* = (1+i H) D (1-iH)^{-1} (1+iH)^{-1} D^{-1} (1-iH)$ which is conjugate to $[(1-iH) (1+iH), D]$ which is usually not the identity.<br>$\endgroup$

Will Sawin

Will Sawin

2026-06-16 13:09:03 +00:00

Commented<br>51 mins ago

$\begingroup$<br>@WillSawin sorry, that was not what I meant, I have corrected it<br>$\endgroup$

Neil Strickland

Neil Strickland

2026-06-16 13:18:56 +00:00

Commented<br>41 mins ago

Add a comment

1 Answer 1

Sorted by:

Reset to default

Highest score (default)

Date modified (newest first)

Date created (oldest first)

$\begingroup$

Partial view:

I would suggest starting with quantities whose Haar expectations are known explicitly. A particularly natural family is given by the trace moments. For Haar measure on $U(n)$,<br>$$\mathbb{E}[\operatorname{Tr}(U^k)] = 0 \qquad (k\neq 0),$$<br>and<br>$$\mathbb{E}\left[|\operatorname{Tr}(U^k)|^2\right]=\min(k,n).$$<br>These are easy to compute numerically and already give a fairly sensitive test.<br>Another useful class of statistics comes from matrix entries. For Haar-distributed $U$,<br>$$\mathbb{E}(|U_{ij}|^2)=\frac1n, \qquad \mathbb{E}(|U_{ij}|^4)=\frac{2}{n(n+1)}.$$<br>More generally, one can compare higher mixed moments using Weingarten calculus. Also, maybe running test on the eigenangle spacing statistics will be useful.

Share

Cite

Follow

edited 3 mins ago

answered 9 mins ago

Shahrooz

5,09711 gold badge2525 silver badges3737 bronze badges

$\endgroup$

Add a comment

You must log in to answer this question.

Start asking to get answers

Find the answer to your question by asking.

Ask question

Explore related questions

st.statistics<br>random-matrices

See similar questions with these tags.

Featured on Meta

Native Ads Coming To Comments

Related

Stochastic processes with random matrices

Generate Bernoulli vector with given covariance matrix

Eigenvalue distribution of a random matrix

Eigenvectors of random unitary matrices

Random matrices having all real eigenvalues: uniform vs gaussian distributions

Factorisation of Gaussian random matrix into random Hermitian and correction factor

"High complexity" of eigenbasis of Wigner matrices?

Question feed

Subscribe to RSS

Question feed<br>To subscribe to this RSS feed, copy and paste this URL into your RSS reader.

Blog

Facebook

Twitter

LinkedIn

Instagram

Site design / logo © 2026 Stack Exchange Inc;<br>user contributions licensed under<br>CC BY-SA<br>rev 2026.6.15.43547

random matrices statistics question matrix distribution

Related Articles