Singular random matrix decompositions: Jacobians
From MaRDI portal
Publication:1776872
DOI10.1016/j.jmva.2004.03.002zbMath1097.15018OpenAlexW2029712917MaRDI QIDQ1776872
José A. Díaz-García, Graciela M. González-Farías
Publication date: 12 May 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.03.002
random matricesHausdorff measurespectral decompositionCholesky decompositionsQR factorizationsingular distribution\(L'U\) factorizationpolar singular value decompositionsymmetric nonnegative definite square root decomposition
Factorization of matrices (15A23) Random matrices (algebraic aspects) (15B52) Direct numerical methods for linear systems and matrix inversion (65F05)
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