论文信息 - Procedures to generate random matrices with noncentral distributions

Procedures to generate random matrices with noncentral distributions

Procedures are given for efficiently generating the non-central distributions of (1) random matrices, (2) the characteristic roots of random matrices, and (3) the determinant of random matrices. In particular, procedures are given to generate matrices which have the Wp (n,V,M) distribution.

Dallas Johnson | V. Hegemann

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