We report experiments on gold clusters in the size range 2-4 nm, embed
ded in an alumina matrix. The metallic particles are produced with a l
aser vaporization source and codeposited with a dielectric vapor as a
thin film on a substrate. Our technique allows varying the cluster siz
e at a given metal concentration. These composite materials are studie
d through optical absorption and ellipsometric measurements, allowing
determination of their complex index of refraction. Various complement
ary techniques provide information about their morphology, their chemi
cal composition, the thickness of the films, and the size distribution
of the clusters. The surface plasmon resonance in the absorption spec
tra is shown to be damped and blueshifted with decreasing cluster size
. Theoretical calculations in the framework of the time-dependent loca
l-density approximation allow a clear understanding of these experimen
tal results.