Abstract Let A be an n × n Hermitian matrix and A = UΛUH be its spectral decomposition, where U is a unitary matrix of order n and Λ is a diagonal matrix. In this note we present the perturbation ...

In this paper, we study the matrix denoising model Y = S + X, where S is a low rank deterministic signal matrix and X is a random noise matrix, and both are M × n. In the scenario that M and n are ...

where square-matrix is a numeric matrix or literal. The DET function computes the determinant of square-matrix, which must be square. The determinant, the product of the eigenvalues, is a single ...

Random Matrix Theory (RMT) has emerged as an indispensable framework for understanding the statistical properties of matrices whose entries are determined by probabilistic processes. Initially ...