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Eigenvalues and Condition Numbers of Complex Random Matrices.
Tharmalingam Ratnarajah
Rémi Vaillancourt
M. Alvo
Published in:
SIAM J. Matrix Anal. Appl. (2004)
Keyphrases
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correlation matrix
condition numbers
condition number
singular value decomposition
eigenvalues and eigenvectors
object recognition
covariance matrix