The Exact Distribution of the Condition Number of a Gaussian Matrix
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/070698932
Reference7 articles.
1. Condition Numbers of Gaussian Random Matrices
2. The probability that a numerical analysis problem is difficult
3. Eigenvalues and Condition Numbers of Random Matrices
4. Random matrix theory
5. Tails of Condition Number Distributions
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1. The asymptotic distribution of the condition number for random circulant matrices;Extremes;2022-07-04
2. Large-deviation asymptotics of condition numbers of random matrices;Journal of Applied Probability;2021-11-22
3. Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix;Special Matrices;2020-01-21
4. A note on the characterizations of the distributions of the condition numbers of real Gaussian matrices;Special Matrices;2018-07-01
5. Some inferences on the distribution of the Demmel condition number of complex Wishart matrices;Special Matrices;2017-01-26
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