奇异四元数矩阵的正态及Wishart分布

Singular Normal and Wishart Distributions of Quaternion Matrices

摘要: 本文利用拉直算子(vec)和Kronecker积求得了四元数矩阵的实表示矩阵的一些性质, 在此基础上利用实矩阵的奇异正态分布密度函数, 求出了四元数矩阵的奇异正态分布的密度函数表达式. 由此得到四元数矩阵奇异Wishart分布的密度函数表达式

Abstract: In this paper, some properties of the real representative matrices of quaternion matrices are given by means of (vec) -- operator and Kronecker product of matrices. Based on these, we give the density function of the quaternion singular normal matrix by using the density function of the real singular matrix and also give the density function of the quaternion singular Wishart matrix