Díaz-García, José A.; González-Farías, Graciela - In: Journal of Multivariate Analysis 93 (2005) 2, pp. 296-312
For a singular random matrix X, we find the Jacobians associated to the following decompositions: QR, Polar, Singular Value (SVD), L'U, L'DM and modified QR (QDR). Similarly, for the cross-product matrix S=X'X we find the Jacobians of the Spectral, Cholesky's, L'DL and symmetric nonnegative...