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EIGENVALUES AND SINGULAR-VALUES OF CERTAIN RANDOM MATRICES

被引：7
|
作者：
ANDREW, AL [1 ]
机构：
[1] LA TROBE UNIV,DEPT MATH,BUNDOORA,VIC 3083,AUSTRALIA
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1990年 / 30卷 / 02期
关键词：
eigenvalues; low rank perturbations; Random matrices; singular values; test matrices;
D O I：
10.1016/0377-0427(90)90025-U
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper considers the eigenvalues and singular values of certain matrix-valued random variables whose expected value is a nonnull-matrix of low rank. Implications for the choice of test matrices for numerical algorithms are discussed and some other applications mentioned. © 1990.
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页码：165 / 171
页数：7
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