Tails of Condition Number Distributions

DOI10.1137/040614256zbMath1093.15010OpenAlexW2091849156MaRDI QIDQ5470477

Brian D. Sutton, Alan Edelman

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

asymptoticscondition numberrandom matrixsingular valuesextreme eigenvaluesWishart matrixTracy-Widom largest value distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)

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