function simsplitting

  cd Z:/Education/cvs/uio/postdoc/luminy/matlab
  set(gca,'FontSize',24);
  
  N0 = 512;
  N = 3*N0;
  C = [0.2 0.05];
  
  R = zeros(N,N);
  for (k=1:N0) 
    R(k,k) = 1;
  end
  for (k=(N0+1):(2*N0)) 
    R(k,k) = 3;
  end
  for (k=(2*N0+1):(3*N0)) 
    R(k,k) = 4;
  end
  
  for c=C
    sprintf('c=%i\n',c)
    L = N/c;
    
    XR = randn(N,L);
    eigenvals = eig((1/L) .* XR * XR' * R);
    
    hist(eigenvals,100);
    title('');
    xlabel('');
    ylabel('');
    ax = axis;
    axis([0 5 0 80]);
    switch c
      case 0.5
        print -deps ../images/simsplitting1.eps;
      case 0.2
        print -deps ../images/simsplitting2.eps;
      case 0.05
        print -deps ../images/simsplitting3.eps;
      case 0.02
        print -deps ../images/simsplitting4.eps;
    end
  end