Distribution of the Demmel Condition Number of Wishart Matrices.

Caijun Zhong Matthew R. McKay Tharmalingam Ratnarajah Kai-Kit Wong

Published in: IEEE Trans. Commun. (2011)

Keyphrases

condition number
linear algebra
correlation matrix
sparse matrices
condition numbers
interior point methods
positive definite
coefficient matrix
regression model
sparse matrix
singular value decomposition
numerical stability
probability distribution
linear program
image processing
linear programming
optical flow