The Exact Distribution of the Condition Number of Complex Random Matrices
Let Gm×n (m≥n) be a complex random matrix and W=Gm×nHGm×n which is the complex Wishart matrix. Let λ1>λ2>…>λn>0 and σ1>σ2>…>σn>0 denote the eigenvalues of the W and singular values of Gm×n, respectively. The 2-norm condition number of Gm×n is κ2Gm×n=λ1/λn=σ1/σn. In this paper...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2013/729839 |
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