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Singular random matrix decompositions: Jacobians
| Content Provider | Semantic Scholar |
|---|---|
| Author | Díaz-García, José A. González-Farías, Graciela |
| Copyright Year | 2005 |
| Abstract | For a singular random matrix X, we find the Jacobians associated to the following decompositions: QR, Polar, Singular Value (SVD), L'U, L'DM and modified QR (QDR). Similarly, for the cross-product matrix S = X'X we find the Jacobians of the Spectral, Cholesky's, L'DL and symmetric nonnegative definite square root decompositions. |
| Starting Page | 296 |
| Ending Page | 312 |
| Page Count | 17 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.jmva.2004.03.002 |
| Alternate Webpage(s) | https://core.ac.uk/download/pdf/82053398.pdf |
| Alternate Webpage(s) | http://docubib.uc3m.es/WORKINGPAPERS/WS/ws024110.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/j.jmva.2004.03.002 |
| Volume Number | 93 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |