Condition numbers of random matrices (Q1179026): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q94411573, #quickstatements; #temporary_batch_1706398787052 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:50, 29 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Condition numbers of random matrices |
scientific article |
Statements
Condition numbers of random matrices (English)
0 references
26 June 1992
0 references
The author derives upper and lower bounds differing by a constant multiple for the expectation of the condition number of random \(n\times n\) matrices in the \(L_ p\) norm. These bounds have been independently obtained by \textit{A. Edelman} [SIAM J. Matrix Anal. Appl. 9, No. 4, 543-560 (1988; Zbl 0678.15019)] and \textit{E. Kostlan} [Statistical complexity of numerical linear algebra. Thesis, Berkeley (1985)] recently as the author states.
0 references
random matrix
0 references
condition number
0 references
upper and lower bounds
0 references
