On the Jacobians of singular matrix decomposition and its application

DOI10.1080/03081087.2019.1631743zbMath1484.65054OpenAlexW2953029284MaRDI QIDQ4992657

Fei Li

Publication date: 9 June 2021

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

Full work available at URL: https://doi.org/10.1080/03081087.2019.1631743

zbMATH Keywords

SVDJacobiansQR decompositionsingular Wishart distributionM-P inverse\(L'DL\) decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Random matrices (algebraic aspects) (15B52) Implicit function theorems, Jacobians, transformations with several variables (26B10) Direct numerical methods for linear systems and matrix inversion (65F05)

Cites Work

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• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• Jacobians of certain transformations of singular matrices
• Bayesian Vector Autoregressions with Stochastic Volatility
• Eigenvalues and Condition Numbers of Complex Random Matrices
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

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