THE DENSITY OF THE MOORE-PENROSE INVERSE OF A RANDOM-MATRIX

Authors
NEUDECKER H LIU SZ
Citation
H. Neudecker et Sz. Liu, THE DENSITY OF THE MOORE-PENROSE INVERSE OF A RANDOM-MATRIX, Linear algebra and its applications, 237, 1996, pp. 123-126
Citations number
3
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
237
Year of publication
1996
Pages
123 - 126
Database
ISI
SICI code
0024-3795(1996)237:<123:TDOTMI>2.0.ZU;2-L
Abstract
The density of the Moore-Penrose inverse of a random matrix is derived by standard matrix calculus.