Tails of Condition Number Distributions
Work
Year: 2005
Type: article
Abstract: Let $\kappa$ be the condition number of an m-by-n matrix with independent standard Gaussian entries, either real ($\beta = 1$) or complex ($\beta = 2$). The major result is the existence of a constant... more
Authors Alan Edelman, Brian Sutton
Institution Massachusetts Institute of Technology
Cites: 14
Cited by: 95
Related to: 10
FWCI: 3.211
Citation percentile (by year/subfield): 91.88
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green