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The Exact Distribution of the Condition Number of Complex Random Matrices
Let G (m×n) (m ≥ n) be a complex random matrix and W = G (m×n) (H) G (m×n) which is the complex Wishart matrix. Let λ (1) > λ (2) > …>λ (n) > 0 and σ (1) > σ (2) > …>σ (n) > 0 denote the eigenvalues of the W and singular values of G (m×n), respectively. The 2-norm condition n...
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| Hoofdauteurs: | , , , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Hindawi Publishing Corporation
2013
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3859023/ https://ncbi.nlm.nih.gov/pubmed/24376385 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2013/729839 |
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