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四元数矩阵微分及其在精确分布上的应用
引用本文:滕成业,李绍明.四元数矩阵微分及其在精确分布上的应用[J].中山大学学报(自然科学版),1999,38(3):12-16.
作者姓名:滕成业  李绍明
作者单位:中山大学数学系
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,进一步导出其特征根分布

关 键 词:四元数  外微分式  四元数正态分布  四元数Wishart分布

Exterior Differential Forms on Quaternion Matrices and Its Application
TENG Cheng ye,LI Shao ming.Exterior Differential Forms on Quaternion Matrices and Its Application[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1999,38(3):12-16.
Authors:TENG Cheng ye  LI Shao ming
Abstract: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.
Keywords:quaternion  quaternion normal distribution  quaternion Wishart distribution  exterior differential form
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