Question: (10 points) The Matlab command randn will generate random numbers with a normal (or Gaussian) distribution. The standard deviation (which is related to the width

(10 points) The Matlab command randn will generate random numbers with

(10 points) The Matlab command randn will generate random numbers with a normal (or Gaussian) distribution. The standard deviation (which is related to the width of the distribution) can be set by multiplying the random numbers by a. Use Matlab to create an n n matrix of random numbers with standard deviation of n-2. Use a value of n which is quite large - say 1,000. (If you make n too large, Matlab may run out of memory or take a long time to calculate this problem.) Find the eigenvalues of this matrix. You will notice that the eigenvalues of this matrix are complex. Using the help documentation in Matlab, learn how to extract the real and imaginary part of a complex number and plot the eigenvalues in the complex plane (the imaginary component on the x- axis, and the real component on the y-axis). Comment on why this is called Girko's circular law. b. c

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