Eigenvalues and singular values of certain random matrices (Q913451)
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scientific article; zbMATH DE number 4147400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalues and singular values of certain random matrices |
scientific article; zbMATH DE number 4147400 |
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Eigenvalues and singular values of certain random matrices (English)
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1990
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The author considers the eigenvalues and singular values of certain random matrices whose expected value is a non-null matrix of low rank. Emphasis is given to the case where the expected matrix has rank 1, and a variety of different results and bounds - analytic as well as heuristic - are presented. In adition, it is indicated how to obtain similar results from the case where the expected matrix has rank greater than 1.
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test matrices for numerical algorithms
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eigenvalues
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singular values
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random matrices
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