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Distributions Of Singular Values For Some Random Matrices

PHYSICAL REVIEW E, no. 3 (1999): 3389-3392

Cited: 393|Views16
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Abstract

The singular value decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the distribution of singular values of low-rank matrices corrupted by additive noise. Past studies have been li...More

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