The Exact Distribution of the Condition Number of a Gaussian Matrix

DOI10.1137/070698932zbMath1200.15019OpenAlexW2055291361MaRDI QIDQ3584150

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Publication date: 19 August 2010

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

Full work available at URL: https://doi.org/10.1137/070698932

zbMATH Keywords

eigenvaluesrandom matricescondition numbersingular valuesWishart distributionGaussian matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)

Related Items (6)

Some characterizations of the distribution of the condition number of a complex Gaussian matrix ⋮ Some inferences on the distribution of the Demmel condition number of complex Wishart matrices ⋮ Characterizations of the distribution of the Demmel condition number of real Wishart matrices ⋮ A note on the characterizations of the distributions of the condition numbers of real Gaussian matrices ⋮ The asymptotic distribution of the condition number for random circulant matrices ⋮ Large-deviation asymptotics of condition numbers of random matrices

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