应用四元数矩阵的奇异Wishart分布的密度函数表达式和奇异四元数矩阵奇异值分解的工具,求得了奇异四元数矩阵变换X=BYBT的Jacobi行列式.利用奇异四元数矩阵的广义逆定义了四元数矩阵的奇异Beta分布和F分布,结合奇异四元数矩阵数乘变换的Jacobi行列式,给出了四元数矩阵的奇异Beta分布和F分布的密度函数表达式.最后,给出了满足两种分布的奇异四元数矩阵的非零特征值的联合密度函数.
This paper computed the Jacobian of transformation X = BYBT of singular quaternion matrices by using of the singular value decomposition of quaternion matrix and the density function of singular quaternion Wishart matrix. Then we defined the Beta and F distributions of quaternion matrix argument, and gave the density functions of the Beta and F distribution and the joint density functions of the nonzero eigenvalues of the singular quaternion matrices which satisfy the Beta or F distribution.