On the singular values of Gaussian random matrices
نویسندگان
چکیده
منابع مشابه
On the singular values of Gaussian random matrices
This short note is about the singular value distribution of Gaussian random matrices (i.e. Gaussian Ensemble or GE) of size N. We present a new approach for deriving the p.d.f. of the singular values directly from the singular value decomposition (SVD) form, which also takes advantage of the rotational invariance of GE and the Lie algebra of the orthogonal group. Our method is direct and more g...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2001
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(00)00322-0