Direct methods for generating extreme characteristic roots of certain random matrices
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Publication:4743659
DOI10.1080/03610918208812273zbMath0506.65015MaRDI QIDQ4743659
W. J. Kennedy, Mervyn G. Marasinghe
Publication date: 1982
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918208812273
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
15B52: Random matrices (algebraic aspects)
65C10: Random number generation in numerical analysis
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