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Matrix Randomization Methods

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2013Publisher:Springer London

Authors: Giuseppe Carlo Calafiore; Fabrizio Dabbene; Roberto Tempo;

doi: 10.1007/978-1-4471-4610-0_18

Matrix Randomization Methods

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Abstract

This chapter presents algorithms for uniform matrix sample generation in norm-bounded sets. First, we discuss the simple case of matrix sampling in sets defined by l p Hilbert–Schmidt norm, which reduces to the vector l p norm randomization problem. Subsequently, we present an efficient solution to the problem of uniform generation in sets defined by the spectral norm.

Related Organizations

Polytechnic University of Turin
Italy

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