MatrixPropertyDistribution

MatrixPropertyDistribution[expr,xmdist]

represents the distribution of the matrix property expr where the matrix-valued random variable x follows the matrix distribution mdist.

MatrixPropertyDistribution[expr,{x1mdist1,x2mdist2,}]

represents the distribution where x1, x2, are independent and follow the matrix distributions mdist1, mdist2, .

Details

Examples

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Basic Examples  (3)

Approximate the mean of for Gaussian orthogonal matrix :

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Draw a sample solution of a random linear system:

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Estimate distribution of Log10 of condition number of a random matrix:

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Scope  (3)

Applications  (4)

Introduced in 2015
(10.3)