EIGENVALUES AND CONDITION NUMBERS OF RANDOM MATRICES

被引:444
作者
EDELMAN, A
机构
关键词
D O I
10.1137/0609045
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:543 / 560
页数:18
相关论文
共 24 条
[1]  
Abramowitz M., 1970, HDB MATH FNCTIONS
[2]  
Andrews G.E, 1986, REGIONAL C SERIES MA, V66
[3]   JACOBI-POLYNOMIALS ASSOCIATED WITH SELBERG INTEGRALS [J].
AOMOTO, K .
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1987, 18 (02) :545-549
[4]  
Bender CM., 1978, ADV MATH METHODS SCI
[5]   EVALUATING RATIONAL FUNCTIONS - INFINITE PRECISION IS FINITE COST AND TRACTABLE ON AVERAGE [J].
BLUM, L ;
SHUB, M .
SIAM JOURNAL ON COMPUTING, 1986, 15 (02) :384-398
[6]   A LIMIT-THEOREM FOR THE NORM OF RANDOM MATRICES [J].
GEMAN, S .
ANNALS OF PROBABILITY, 1980, 8 (02) :252-261
[7]   HYPERGEOMETRIC-FUNCTIONS OF SCALAR MATRIX ARGUMENT ARE EXPRESSIBLE IN TERMS OF CLASSICAL HYPERGEOMETRIC-FUNCTIONS [J].
GUPTA, RD ;
RICHARDS, DS .
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1985, 16 (04) :852-858
[8]   DISTRIBUTIONS OF MATRIX VARIATES + LATENT ROOTS DERIVED FROM NORMAL SAMPLES [J].
JAMES, AT .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02) :475-&
[10]  
KOSTLAN E, UNPUB NUMERICAL LINE