Condition Numbers of Random Triangular Matrices
Condition Numbers of Random Triangular Matrices
Let Ln be a lower triangular matrix of dimension n each of whose nonzero entries is an independent N(0,1) variable, i.e., a random normal variable of mean 0 and variance 1. It is shown that kn, the 2-norm condition number of Ln , satisfies \begin{equation*} \sqrt[n]{\kn} \rightarrow 2 \:\:\: \text{\it …