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四元数矩阵微分及其在精确分布上的应用 被引量:9

Exterior Differential Forms on Quaternion Matrices and Its Application
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摘要 讨论了四元数矩阵的外微分形式,得出四元数矩阵变换下Jacobi行列式的一些结果,利用这些结果,简化了四元数Wishart分布的推导,并且在求得四元数Stiefel流形体积的基础上。 It is frequent that quaternion matrix transformations are used in deriving many important quaternion distributins.In these cases,several exterior differential forms on quaternion matrices given in this paper are crucial in the derivation of many density functions.We also give the volume of the Stiefel manifold on the quaternion.By using these results,we directly derive the density function of Wishart matrix,which dramatically simplifies the existing derivation of Wishart distribution.Finally,we acquire the density functin of latent roots of quaternion Wishart matrix.
机构地区 中山大学数学系
出处 《中山大学学报(自然科学版)》 CAS CSCD 北大核心 1999年第3期12-16,共5页 Acta Scientiarum Naturalium Universitatis Sunyatseni
基金 中山大学高等学术基金
关键词 四元数 外微分式 WISHART分布 矩阵 微分 quaternion quaternion normal distribution quaternion Wishart distribution exterior differential form
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