On the Distribution of a Scaled Condition Number
نویسنده
چکیده
In this note, we give the exact distribution of a scaled condition number used by Demmel to model the probability that matrix inversion is difficult. Specifically, consider a random matrix A and the scaled condition number kd{A) = \\A\\f \\A~l\\. Demmel provided bounds for the condition number distribution when A has real or complex normally distributed elements. Here, we give the exact formula.
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