Matrix Randomization Methods

  • Roberto Tempo
  • Giuseppe Calafiore
  • Fabrizio Dabbene
Part of the Communications and Control Engineering book series (CCE)


This chapter presents algorithms for uniform matrix sample generation in norm-bounded sets. First, we discuss the simple case of matrix sampling in sets defined by p Hilbert–Schmidt norm, which reduces to the vector p norm randomization problem. Subsequently, we present an efficient solution to the problem of uniform generation in sets defined by the spectral norm.


Random Matrix Rejection Rate Conditional Density Uniform Sample Spectral Norm 
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Copyright information

© Springer-Verlag London 2013

Authors and Affiliations

  • Roberto Tempo
    • 1
  • Giuseppe Calafiore
    • 2
  • Fabrizio Dabbene
    • 1
  1. 1.CNR - IEIITPolitecnico di TorinoTurinItaly
  2. 2.Dip. Automatica e InformaticaPolitecnico di TorinoTurinItaly

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