Condition numbers of indefinite rank 2 ghost Wishart matrices

DOI10.1016/j.laa.2015.05.027zbMath1321.15058arXiv1207.3062OpenAlexW2152950122MaRDI QIDQ490903

Ramis Movassagh, Alan Edelman

Publication date: 21 August 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.3062

zbMATH Keywords

eigenvaluecondition numberrandom matrixnumerical experimentWishart matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)

Related Items (1)

Weighted Condition Number Distributions Emanating from Complex Noncentral Wishart Type Matrices

Cites Work

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