Distributions of Demmel and Related Condition Numbers

DOI10.1137/110843423zbMath1310.15071arXiv1211.0517OpenAlexW2021338794MaRDI QIDQ5300555

Yang Chen, Prathapasinghe Dharmawansa, Matthew R. McKay

Publication date: 27 June 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0517

zbMATH Keywords

eigenvaluesrandom matricesWishart distributionDemmel condition number

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10)

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Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean ⋮ Weighted Condition Number Distributions Emanating from Complex Noncentral Wishart Type Matrices

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