On the Distribution of a Scaled Condition Number

DOI10.2307/2153027zbMath0745.15012OpenAlexW4232500778MaRDI QIDQ3987928

Alan Edelman

Publication date: 28 June 1992

Full work available at URL: https://doi.org/10.2307/2153027

zbMATH Keywords

random matrixmatrix scalingscaled condition number

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Numerical computation of matrix norms, conditioning, scaling (65F35) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)

Related Items (22)

Shifted varieties and discrete neighborhoods around varieties ⋮ Randomized Iterative Methods for Linear Systems ⋮ Variance Inflation Factor and Condition Number in multiple linear regression ⋮ Some characterizations of the distribution of the condition number of a complex Gaussian matrix ⋮ Some inferences on the distribution of the Demmel condition number of complex Wishart matrices ⋮ Computational complexity of kernel-based density-ratio estimation: a condition number analysis ⋮ Largest Schmidt eigenvalue of random pure states and conductance distribution in chaotic cavities ⋮ Compact smallest eigenvalue expressions in Wishart–Laguerre ensembles with or without a fixed trace ⋮ How Many Eigenvalues of a Random Matrix are Real? ⋮ Characterizations of the distribution of the Demmel condition number of real Wishart matrices ⋮ On the probability distribution of data at points in real complete intersection varieties ⋮ On the singular values of Gaussian random matrices ⋮ Upper bounds on the distribution of the condition number of singular matrices ⋮ A note on the characterizations of the distributions of the condition numbers of real Gaussian matrices ⋮ Dynamical systems identification from time-series data: A Hankel matrix approach ⋮ A randomized Kaczmarz algorithm with exponential convergence ⋮ Smoothed analysis of some condition numbers ⋮ Exact eigenvalue order statistics for the reduced density matrix of a bipartite system ⋮ The asymptotic distribution of the condition number for random circulant matrices ⋮ Fluctuations of the spectrum in rotationally invariant random matrix ensembles ⋮ Computing tall skinny solutions of \(AX-XB=C\) ⋮ The adventures of a simple algorithm

Cites Work

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• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
• On the ratios of the individual latent roots to the trace of a Wishart matrix
• The Probability That a Numerical Analysis Problem is Difficult
• Eigenvalues and Condition Numbers of Random Matrices

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