# Tagged Questions

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### Probability distribution function for singular value sum of Gaussian random matrix

Let $\mathbf{X}$ be an $N \times N$ random matrix with IID Gaussian entries. They can be standard normal, but $N$ is not large: that is $N$ $<$ 6, typically. Call its singular value decomposition ...
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### Estimate the diagonal of a Cholesky factor…?

I'm computing several hundred Cholesky factorizations of large, sparse matrices, and I'm really only doing Cholesky factorization because I need to know the diagonal elements of the Cholesky factor L. ...
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### solving trace norm equality [closed]

Problem Formulation under what conditions can we solve $\mathrm{trace}(\mathbf{AB})=0$ ? or more specifically, when will $\mathrm{trace}(\mathbf{AB})=0$ implies that $\mathrm{trace}(\mathbf{B})=0$. ...
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### Expected value of trace of matrix inverse

Given a $N\times K$ matrix $A$ of full rank with $K < N$, a diagonal matrix $D$ and knowing that $E[D]=bI_N$, where $E[\cdot]$ is the expected value and $I_N$ is the $N\times N$ identity matrix ...
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### An expression with an alternating trilinear form, written in terms of the determinant and a symmetric bilinear form

I am trying to understand a line from MacLachlan/Reid's The Arithmetic of Hyperbolic 3-Manifolds (it's in 3.4 if you have the book), that seems it should be elementary but I can't seem to find where ...
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### Trace over the zeros with real part 1/2 Only

If RH is not true, we have that Weil's explicit formula still holds:  \sum_{\gamma} h(\gamma) = h(i/2)+h(-i/2)-2 \sum_{n=1}^{\infty} \frac{ \Lambda(n)}{ \sqrt n}g(logn)+\frac{1}{2\pi} ...
It is well known that, for square matrix $x$ and $y$, we have $\operatorname{tr}(xy)=\operatorname{tr}(yx)$. Here of course the trace of a matrix is just the sum of the elements of the diagonal. The ...