The smallest singular value anomaly: the reasons behind sharp anomaly
From MaRDI portal
Publication:6561549
DOI10.1515/spma-2024-0002zbMATH Open1545.15009MaRDI QIDQ6561549
Publication date: 25 June 2024
Published in: Special Matrices (Search for Journal in Brave)
condition number anomalyiterations anomalysmallest singular value anomalyscattering rows propertysharp anomaly phenomenon
Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the condition number anomaly of Gaussian correlation matrices
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- An upper bound on the smallest singular value of a square random matrix
- Random matrices: The distribution of the smallest singular values
- Condition numbers of random matrices
- The behavior of eigenvalues and singular values under perturbations of restricted rank
- The adventures of a simple algorithm
- On the singular values of random matrices
- Regularization tools version \(4.0\) for matlab \(7.3\)
- The smallest singular value of random rectangular matrices with no moment assumptions on entries
- Kaczmarz's anomaly: a surprising feature of Kaczmarz's method
- Non-asymptotic theory of random matrices: extreme singular values
- Smallest singular value of a random rectangular matrix
- Eigenvalues and Condition Numbers of Random Matrices
- Cauchy's Interlace Theorem for Eigenvalues of Hermitian Matrices
- Condition Numbers of Gaussian Random Matrices
This page was built for publication: The smallest singular value anomaly: the reasons behind sharp anomaly