Let Γn be an n × n Haar-invariant orthogonal matrix. Let Zn be the p × q upper-left submatrix of Γn, where p = pn and q = qn are two positive integers. Let Gn be a p × q matrix whose pq entries are ...
Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...
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