The 2-norm of random matrices

DOI10.1016/0377-0427(88)90336-6zbMath0656.15013OpenAlexW2110741037MaRDI QIDQ1109850

Per Christian Hansen

Publication date: 1988

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(88)90336-6

zbMATH Keywords

L2-normestimatesPoisson distributionnormal distributionrandom matrix

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52)

Related Items (4)

Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio ⋮ Eigenvalues and singular values of certain random matrices ⋮ Verification of the mathematical model of a multidimensional dynamic system for adequacy based on the spectral norm of a residual matrix ⋮ Innovation approach to detect the faults in multidimensional dynamic systems

Cites Work

• Rang revealing QR factorizations
• Detection of near-singularity in Cholesky and \(LDL^ T\) factorizations
• Rank Degeneracy

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