New Techniques For Machine Computation Of The Q Function Truncated Normal Deviates And Matrix Eigenvalues
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New Techniques for Machine Computation of the Q-function, Truncated Normal Deviates, and Matrix Eigenvalues
Three engineering memoranda are covered: (1) digital computer evaluation of the Q-function, (2) the generation of (truncated) random normal deviates, and (3) a modified Givens' method for the eigenvalue evaluation of large matrices. (Author).