Characterizations of the distribution of the Demmel condition number of real Wishart matrices

DOI10.1515/spma-2016-0034zbMath1355.15027OpenAlexW2567599427MaRDI QIDQ501415

M. Shakil, Mohammad Ahsanullah

Publication date: 9 January 2017

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2016-0034

zbMATH Keywords

characterizationtruncated first momentDemmel condition numberWishart matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)

Related Items (3)

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 ⋮ A note on the characterizations of the distributions of the condition numbers of real Gaussian matrices

Uses Software

• Equator

Cites Work

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