Eigenvalue Distributions of Sums and Products of Large Random Matrices Via Incremental Matrix Expansions
โ Scribed by Peacock, M.J.M.; Collings, I.B.; Honig, M.L.
- Book ID
- 114641288
- Publisher
- IEEE
- Year
- 2008
- Tongue
- English
- Weight
- 467 KB
- Volume
- 54
- Category
- Article
- ISSN
- 0018-9448
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๐ SIMILAR VOLUMES
The generalized multilinear model with the matrix-T error distribution is introduced in this paper. The sum of squares and products (SSP) matrix, as a counterpart of the Wishart matrix for the multinormal model, and the regression matrix for the errors and the observed as well as future responses ar
The method of diagonalizing Hermitian matrices based on a polynomial expansion of the Dirac delta function S( E -H) is further refined so as to accelerate the convergence. Improved choices of the bases used for subspace diagonalization of the matrix, along with accuracy controls and estimates, are i