Eigenvalue spectrum support of paired random matrices with pseudo-inverse
Eigenvalue spectrum support of paired random matrices with pseudo-inverse
The Moore-Penrose pseudo-inverse $X^\dagger$, defined for rectangular matrices, naturally emerges in many areas of mathematics and science. For a pair of rectangular matrices $X, Y$ where the corresponding entries are jointly Gaussian and i.i.d., we analyse the support of the eigenvalue spectrum of $XY^\dagger$.
Uri Cohen
数学
Uri Cohen.Eigenvalue spectrum support of paired random matrices with pseudo-inverse[EB/OL].(2025-06-29)[2025-08-02].https://arxiv.org/abs/2506.21244.点此复制
评论