Direct methods for generating extreme characteristic roots of certain random matrices

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

zbMATH Keywords

simulation; multivariate; Wishart matrices; Beta matrices; extreme characteristic roots

Mathematics Subject Classification ID

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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