Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint

Martin Mittelbach, Bho Matthiesen, Eduard A. Jorswieck. Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint. IEEE Transactions on Signal Processing, 60(5):2167-2179, 2012. [doi]

Abstract

Abstract is missing.