Title of article :
Singular random matrix decompositions: Jacobians
Author/Authors :
D??az-Garc??a، نويسنده , , José A. and Gonz?lez-Far??as، نويسنده , , Graciela، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 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, Choleskyʹs, L′DL and symmetric nonnegative definite square root decompositions.
Keywords :
QR , L?U , L?DM and polar decompositions , SPECTRAL , L?DL , Symmetric nonnegative definite square root , Singular distribution , Cholesky decompositions , Hausdorff measure , SVD
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis