Probabilistic analysis of an estimator for the Frobenius norm of a matrix product

Author:

Yamamoto Yusaku1,Kudo Shuhei1

Affiliation:

1. The University of Electro-Communications

Publisher

The Japan Society for Industrial and Applied Mathematics

Reference4 articles.

1. 3) I. Ipsen, A matrix-free, transpose-free norm estimator, The First IMA International Conference on Numerical Linear Algebra and Optimisation,Birmingham, UK, 2007, http://www4.ncsu.edu/~ipsen/talks.html.

2. 4) A. Heldring, E. Ubeda and J. M. Rius, Stochastic estimation of the Frobenius norm in the ACA convergence criterion, IEEE Trans. Antennas Propa., 63 (2015), 1155-1158.

3. 5) D. Braun, Invariant integration over the orthogonal group, J. Phys. A Math. Gen., 39 (2006), 14581-14590.

4. 6) T. W. Anderson, I. Olkin and L. G. Underhill, Generation of random orthogonal matrices, Technical Report No. 216, Dept. of Statistics, Stanford University, August, 1985.

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