Exact Demmel Condition Number Distribution of Complex Wishart Matrices via the Mellin Transform.

Lu Wei Matthew R. McKay Olav Tirkkonen

Published in: IEEE Commun. Lett. (2011)

Keyphrases

condition number
correlation matrix
condition numbers
linear algebra
positive definite
regression model
probability density function
interior point methods
sparse matrix
image processing
multiscale
model selection
density function