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Condition numbers of random matrices. (English) Zbl 0760.15018
The author derives upper and lower bounds differing by a constant multiple for the expectation of the condition number of random $n\times n$ matrices in the $L\sb p$ norm. These bounds have been independently obtained by {\it A. Edelman} [SIAM J. Matrix Anal. Appl. 9, No. 4, 543-560 (1988; Zbl 0678.15019)] and {\it E. Kostlan} [Statistical complexity of numerical linear algebra. Thesis, Berkeley (1985)] recently as the author states.

##### MSC:
 15B52 Random matrices 15A12 Conditioning of matrices 65F35 Matrix norms, conditioning, scaling (numerical linear algebra)
##### Keywords:
random matrix; condition number; upper and lower bounds
Full Text:
##### References:
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