Returns a normal random matrix
A = makematrix_normal ( n )
a 1-by-1 matrix of doubles, integer value, the size of the matrix to return
a n-by-n matrix of doubles
Returns a random matrix of size n following normal law with average 0 and standard deviation 1
Uses the "grand" function, which has better statistical properties than "rand".
See Edelman's for properties of these matrices. A normal matrix is not typical... Random matrices from normal law are very well conditionned.
Nicolas Higham, Accuracy and Stability of Numerical Algorithms, A Gallery of Test Matrices