The 2-norm of random matrices (Q1109850): Difference between revisions
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| Property / reviewed by: Dénes Petz / rank | |||
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| Property / cites work: Rang revealing QR factorizations / rank | |||
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| Property / cites work: Detection of near-singularity in Cholesky and \(LDL^ T\) factorizations / rank | |||
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| Property / cites work: Rank Degeneracy / rank | |||
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Latest revision as of 19:17, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The 2-norm of random matrices |
scientific article |
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The 2-norm of random matrices (English)
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1988
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Numerical experiments are carried out to get simple estimates for the expected 2-norm of random matrices with elements from a normal distribution (0,\(\sigma)\), and from a Poisson one. Here 2-norm means the largest singular value of the matrix. In the two cases different but simple estimates are obtained.
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random matrix
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Poisson distribution
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normal distribution
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L2-norm
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estimates
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