The Exact Distribution of the Condition Number of Complex Random Matrices

Let G (m×n) (m ≥ n) be a complex random matrix and W = G (m×n) (H) G (m×n) which is the complex Wishart matrix. Let λ (1) > λ (2) > …>λ (n) > 0 and σ (1) > σ (2) > …>σ (n) > 0 denote the eigenvalues of the W and singular values of G (m×n), respectively. The 2-norm condition n...

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Detalles Bibliográficos
Autores principales: Shi, Lin, Gan, Taibin, Zhu, Hong, Gu, Xianming
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2013
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3859023/
https://www.ncbi.nlm.nih.gov/pubmed/24376385
http://dx.doi.org/10.1155/2013/729839

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3859023/
https://www.ncbi.nlm.nih.gov/pubmed/24376385
http://dx.doi.org/10.1155/2013/729839

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