| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524489 | Journal of Multivariate Analysis | 2005 | 17 Pages |
Abstract
For a singular random matrix X, we find the Jacobians associated to the following decompositions: QR, Polar, Singular Value (SVD), Lâ²U, Lâ²DM and modified QR (QDR). Similarly, for the cross-product matrix S=Xâ²X we find the Jacobians of the Spectral, Cholesky's, Lâ²DL and symmetric nonnegative definite square root decompositions.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
José A. DıÌaz-GarcıÌa, Graciela González-FarıÌas,