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Matrices / Matrix theory / Numerical linear algebra / Mathematical physics / Orthogonal matrix / Matrix / Eigenvalues and eigenvectors / Random matrix / Householder transformation / Algebra / Linear algebra / Mathematics


Appendix C Generating Random Correlation Matrices Contents C.1
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Document Date: 2013-04-22 14:53:20

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Higham / Toeplitz / Cary / Collinearity / /

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Mathematical Software / SAS Institute Inc. / Regression Diagnostics / John Wiley & Sons / SIAM Journal / /

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Ai / /

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MATLAB / /

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New Jersey / New York / /

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main algorithm / Davies-Higham algorithm / IML / Higham algorithm / simulation / /

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