Tails of Condition Number Distributions

DOI10.1137/040614256zbMath1093.15010MaRDI QIDQ5470477

Alan Edelman, Brian D. Sutton

Publication date: 31 May 2006

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040614256

zbMATH Keywords

asymptotics; condition number; random matrix; singular values; extreme eigenvalues; Wishart matrix; Tracy-Widom largest value distribution

Mathematics Subject Classification ID

15B52: Random matrices (algebraic aspects)

15A12: Conditioning of matrices

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