Code for "Sampling Pfaffian point processes and the symplectic Arnoldi method"

See our preprint for details.

Setup

corner_growth_pfpp.jl, goe_pfpp.jl, and gse_pfpp.jl require KrylovKit.jl#151 and were tested with commit d8267cd21fc8286463b86353cd5a26e69f3cd8c0. Checkout that commit in your Julia dev folder:

cd ~/.julia/dev # or whatever `JULIA_PKG_DEVDIR` is set to
git clone https://github.com/simeonschaub/KrylovKit.jl KrylovKit
cd KrylovKit
git checkout d8267cd21fc8286463b86353cd5a26e69f3cd8c0

Index

Pluto.jl notebooks

• Corner growth model
• Gaussian orthogonal ensemble
• Gaussian symplectic ensemble
• Plots for the Airy point processes
• Benchmarks of our symplectic Arnoldi method for the paper

Jupyter notebook

• Calculations for the Airy point processes (produces the data used in airy_plots.jl

Data for plotting the Airy point processes

See the data folder