The density of the inverse and pseudo-in
✍
Ingram Olkin
📂
Article
📅
1998
🏛
Elsevier Science
🌐
English
⚖ 184 KB
Given an absolutely continuous density of a random matrix X, we study the density of the inverse when X is a p x p symmetric, triangular and arbitrary matrix, and the pseudo-inverse when X is rectangular. In the latter case we provide alternative proofs to that of Zhang (1985), who first obtained th