The density of the Moore-Penrose inverse of a random matrix (Q1914223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The density of the Moore-Penrose inverse of a random matrix |
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The density of the Moore-Penrose inverse of a random matrix (English)
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9 December 1996
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The probability density of the Moore-Penrose inverse of a random matrix given previously by \textit{Y. Zhang} [Multivariate Anal. 6, 633-635 (1985; Zbl 0584.62077)] is derived by means of the standard matrix calculus.
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probability density
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Moore-Penrose inverse
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random matrix
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