Condition numbers of random matrices (Q1179026)
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scientific article; zbMATH DE number 23774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Condition numbers of random matrices |
scientific article; zbMATH DE number 23774 |
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Condition numbers of random matrices (English)
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26 June 1992
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The author derives upper and lower bounds differing by a constant multiple for the expectation of the condition number of random \(n\times n\) matrices in the \(L_ p\) norm. These bounds have been independently obtained by \textit{A. Edelman} [SIAM J. Matrix Anal. Appl. 9, No. 4, 543-560 (1988; Zbl 0678.15019)] and \textit{E. Kostlan} [Statistical complexity of numerical linear algebra. Thesis, Berkeley (1985)] recently as the author states.
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random matrix
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condition number
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upper and lower bounds
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