Upper bound for intermediate singular values of random matrices

DOI10.1016/J.JMAA.2016.08.007MaRDI QIDQ313545zbMATH OpenOpenAlexFDO

Authors Feng Wei

Publication date 12 September 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.03931

zbMATH Keywords

random matrixnon-asymptotic distributionsubgaussianupper bound of singular value

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: In this paper, we prove that an $nimesn$ matrix $A$ with independent centered subgaussian entries satisfies [ s_{n+1-l}(A) le C_1t frac{l}{sqrt{n}} ] with probability at least $1-exp(-C_{2}tl)$. This yields $s_{n-l}(A)simfracclsqrtn$ in combination with a known lower bound. These results can be generalized to the rectangular matrix case.

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Cited in

(7)

• An upper bound on the smallest singular value of a square random matrix
• Lower estimates for the singular values of random matrices
• On delocalization of eigenvectors of random non-Hermitian matrices
• A refined non-asymptotic tail bound of sub-Gaussian matrix
• On block Gaussian sketching for the Kaczmarz method
• A universal expectation bound on empirical projections of deformed random matrices
• The sparse circular law under minimal assumptions

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