On the Distribution of a Scaled Condition Number

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

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Cites work

Eigenvalues and Condition Numbers of Random Matrices
scientific article; zbMATH DE number 3136275 (Why is no real title available?)
scientific article; zbMATH DE number 3824228 (Why is no real title available?)
On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance 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

Cited in

(23)

A randomized Kaczmarz algorithm with exponential convergence
Some inferences on the distribution of the Demmel condition number of complex Wishart 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
Computing tall skinny solutions of \(AX-XB=C\)
The adventures of a simple algorithm
Computational complexity of kernel-based density-ratio estimation: a condition number analysis
Exact eigenvalue order statistics for the reduced density matrix of a bipartite system
The asymptotic distribution of the condition number for random circulant matrices
Some characterizations of the distribution of the condition number of a complex Gaussian matrix
Upper bounds on the distribution of the condition number of singular matrices
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
Smoothed analysis of some condition numbers
Randomized iterative methods for linear systems
How Many Eigenvalues of a Random Matrix are Real?
Ph-distributions arising through conditioning
Variance Inflation Factor and Condition Number in multiple linear regression
Characterizations of the distribution of the Demmel condition number of real Wishart matrices
Fluctuations of the spectrum in rotationally invariant random matrix ensembles
On the singular values of Gaussian random matrices
Shifted varieties and discrete neighborhoods around varieties
On the probability distribution of data at points in real complete intersection varieties

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