The Exact Distribution of the Condition Number of a Gaussian Matrix.
William AndersonMartin T. WellsPublished in: SIAM J. Matrix Anal. Appl. (2009)
Keyphrases
- condition number
- linear algebra
- condition numbers
- interior point methods
- regression model
- correlation matrix
- power spectrum
- sparse matrices
- density function
- numerical stability
- linear program
- sparse matrix
- quadratic programming
- singular value decomposition
- coefficient matrix
- higher order
- primal dual
- convex optimization
- model selection
- dynamical systems