On analytical derivations of the condition number distributions of dual non-central Wishart matrices.
Michail MatthaiouDavid I. LaurensonCheng-Xiang WangPublished in: IEEE Trans. Wirel. Commun. (2009)
Keyphrases
- condition number
- linear algebra
- correlation matrix
- sparse matrices
- condition numbers
- interior point methods
- primal dual
- positive definite
- sparse matrix
- coefficient matrix
- singular value decomposition
- covariance matrix
- regression model
- probability distribution
- power spectrum
- linear programming
- least squares
- linear program
- computer architecture
- image processing
- sufficient conditions
- multiscale