The density of the Moore-Penrose inverse of a random matrix

Heinz Neudecker; Shuangzhe Liu

doi:10.1016/0024-3795(94)00240-1

The density of the Moore-Penrose inverse of a random matrix

Heinz Neudecker
, Shuangzhe Liu

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

The density of the Moore-Penrose inverse of a random matrix is derived by standard matrix calculus.

Original language	English
Pages (from-to)	123-126
Number of pages	4
Journal	Linear Algebra and Its Applications
Volume	237-238
DOIs	https://doi.org/10.1016/0024-3795(94)00240-1
Publication status	Published - 1 Jan 1996
Externally published	Yes

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title = "The density of the Moore-Penrose inverse of a random matrix",

abstract = "The density of the Moore-Penrose inverse of a random matrix is derived by standard matrix calculus.",

author = "Heinz Neudecker and Shuangzhe Liu",

year = "1996",

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doi = "10.1016/0024-3795(94)00240-1",

language = "English",

volume = "237-238",

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AU - Liu, Shuangzhe

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N2 - The density of the Moore-Penrose inverse of a random matrix is derived by standard matrix calculus.

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VL - 237-238

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EP - 126

JO - Linear Algebra and Its Applications

JF - Linear Algebra and Its Applications

ER -

The density of the Moore-Penrose inverse of a random matrix

Abstract

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