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

DOI10.1515/SPMA-2016-0034zbMATH Open1355.15027OpenAlexW2567599427MaRDI QIDQ501415FDOQ501415

Authors M. Shakil, M. 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 (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Conditioning of matrices (15A12)

Recommendations

• Some inferences on the distribution of the Demmel condition number of complex Wishart matrices
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Cites work

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Cited in

(4)

• Weighted Condition Number Distributions Emanating from Complex Noncentral Wishart Type Matrices
• 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

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