This is code for generating the Marchenko Pastur distribution for a radial basis function interpolation matrix.
Here we use the multiquadric and generate our data from the multivariate normal, a scaled version of the multivariate normal, and the uniform distribution on the unit ball.
We also include code to check the eigenvalues from the matrix, and from the approximate matrix we use to generate the Marchenko Pastur distribution.
Please scroll to the bottom and uncomment for each of the 4 examples.