Upper and Lower Bounds for the Tails of the Distribution of the Condition Number of a Gaussian Matrix.
Jean-Marc AzaïsMario WscheborPublished in: SIAM J. Matrix Anal. Appl. (2004)
Keyphrases
- condition number
- upper and lower bounds
- linear algebra
- condition numbers
- interior point methods
- upper bound
- regression model
- lower bound
- correlation matrix
- lower and upper bounds
- marginal distributions
- power spectrum
- sample complexity
- random variables
- convex optimization
- density function
- numerical stability
- probability distribution
- sparse matrix
- image processing
- low rank
- quadratic programming
- linear program
- linear programming
- support vector
- decision trees
- computer architecture
- singular value decomposition
- maximum likelihood
- heavy tailed
- computational complexity