Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint

DOI10.1109/TSP.2012.2186447MaRDI QIDQ4573667zbMATH OpenOpenAlexFDO

Authors Martin Mittelbach, Bho Matthiesen, Eduard Jorswieck

Publication date 18 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2012.2186447

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Positive matrices and their generalizations; cones of matrices (15B48) Random matrices (probabilistic aspects) (60B20) Sampling theory in information and communication theory (94A20)

Cited in

(7)

• Master Lovas-Andai and equivalent formulas verifying the \(\frac{8}{33}\) two-qubit Hilbert-Schmidt separability probability and companion rational-valued conjectures
• Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints
• Von Neumann indices and classes of positive definite functions
• Bayesian inference for quantum state tomography
• CM-generator: an approach for generating customized correlation matrices
• Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor

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