Upper and Lower Bounds for the Tails of the Distribution of the Condition Number of a Gaussian Matrix
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Publication:4651003
DOI10.1137/S0895479803429764zbMath1088.15007OpenAlexW1970821516MaRDI QIDQ4651003
Jean-Marc Azaïs, Mario Wschebor
Publication date: 21 February 2005
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479803429764
Related Items (6)
Smoothed analysis of \(\kappa(A)\) ⋮ Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio ⋮ On the Condition Number of the Shifted Real Ginibre Ensemble ⋮ Model Reduction for Transport-Dominated Problems via Online Adaptive Bases and Adaptive Sampling ⋮ On the probability distribution of data at points in real complete intersection varieties ⋮ The asymptotic distribution of the condition number for random circulant matrices
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