The singular values and vectors of low rank perturbations of large rectangular random matrices

DOI10.1016/j.jmva.2012.04.019zbMath1252.15039arXiv1103.2221OpenAlexW2132657058MaRDI QIDQ444963

Raj Rao Nadakuditi, Florent Benaych-Georges

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2221

zbMATH Keywords

singular value decomposition random matrices phase transition random perturbation Haar measure signal processing free probability random eigenvalues measurement matrix random eigenvectors sample covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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