Condition numbers of Gaussian random matrices

SIAM Journal on Matrix Analysis and Applications

Volumn 27, Issue 3, 2005, Pages 603-620

  Chen, Zizhong ^a   Dongarra, Jack J ^a  

^a University of Tennessee Knoxville   (United States)

Author keywords

Condition number; Eigenvalues; Random matrices; Singular values; Wishart distribution

Indexed keywords

CONDITION NUMBER; EIGENVALUES; RANDOM MATRICES; SINGULAR VALUES; WISHART DISTRIBUTION;

MATHEMATICAL TECHNIQUES; NUMBER THEORY; NUMERICAL ANALYSIS; RANDOM NUMBER GENERATION;

MATRIX ALGEBRA;

EID: 33746136466     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/040616413     Document Type: Article

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