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Some remarks on the condition number of a real random square matrix

โœ Scribed by J.A. Cuesta-Albertos; M. Wschebor

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
135 KB
Volume
19
Category
Article
ISSN
0885-064X

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โœฆ Synopsis

In this paper we obtain some bounds for the expectation of the logarithm of the condition number of a random matrix whose elements are independent and identically distributed random variables. We also include some examples and extensions to cover the smoothed analysis as well as higher order moments.

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