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.

引用

页码：165 / 171

页数：7

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