RMTool

swMATH21397MaRDI QIDQ33204FDOQ33204

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Official website: http://web.eecs.umich.edu/~rajnrao/rmtool/

Described by source

• The polynomial method for random matrices

Cited In (19)

• Matrix concentration for products
• Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
• Computing moments of free additive convolution of measures
• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
• MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
• Spectral statistics for the difference of two Wishart matrices
• Spectral curves, variational problems and the Hermitian matrix model with external source
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Freely independent random variables with non-atomic distributions
• SPECTRODE
• Average characteristic polynomials of determinantal point processes
• Rmtstat
• OptShrink
• The wasteland of random supergravities
• Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem
• QuEST
• Random matrix theory and its applications
• The beta-Wishart ensemble
• ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX

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