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A random matrix is a matrix whose entries consist of random variables from some specified distribution. Random matrices have many modern applications in physics, finance, statistics and numerical analysis.

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Random matrices with constraints on row and column length

I need to generate random non-square matrices with $R$ rows and $C$ columns, elements randomly distributed with zero mean, and constrained such that the length ($L_2$ norm) of each row is $1$ and the …
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