Some remarks on the condition number of a real random square matrix

Authors:
J. A. Cuesta-Albertos;M. Wschebor
Affiliations:
Departamento de Matemáticas, Estadística y Computación, Universidad de Cantabria, Spain;Centro de Matemática, Facultad de Ciencías, Universidad de la República, Montevideo, Uruguay
Venue:
Journal of Complexity
Year:
2003

Citing 2
Cited 4

Eigenvalues and condition numbers of random matrices

SIAM Journal on Matrix Analysis and Applications
Real computations with fake numbers

Journal of Complexity

Learning with generalization capability by kernal methods of bounded complexity

Journal of Complexity
On the probability distribution of data at points in real complete intersection varieties

Journal of Complexity
The Problem With the Linpack Benchmark 1.0 Matrix Generator

International Journal of High Performance Computing Applications
Learning with generalization capability by kernel methods of bounded complexity

Journal of Complexity

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper we obtain some bounds for the expectation of the logarithm of the condition number of a random matrix whose elements are independent and identically distributed random variables. We also include some examples and extensions to cover the smoothed analysis as well as higher order moments.