Answer by kirma for Why is generating normalized random $1000 \times 1000$...
You are probably unintentionally computing exact eigenvalues since your RandomVariates from TransformedDistribution are exact numbers in this case. The toy example below corresponds to the problem...
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For each of the distributions $N(0,1)$ and $\pm 1$ equal probability and for each of $N \in \{5,10,20,50,100,200,1000\},$ I want to generate an $N \times N$ matrix with entries chosen from the...
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