Small ball probability for the condition number of random matrices

DOI10.1007/978-3-030-46762-3_5OpenAlexW2911250566MaRDI QIDQ5115964FDOQ5115964

Authors Konstantin E. Tikhomirov, Nicole Tomczak-Jaegermann, Alexander E. Litvak 

Publication date 21 August 2020

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.08655

zbMATH Keywords

condition numberrandom matricessmall ball probabilityinvertibilitysmallest singular value

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

• Condition Numbers of Gaussian Random Matrices
• Smallest singular value of a random rectangular matrix
• Condition number of a square matrix with i.i.d. columns drawn from a convex body
• Smoothed analysis of \(\kappa(A)\)
• Tails of Condition Number Distributions

Cites Work

• scientific article; zbMATH DE number 6026126 (Why is no real title available?)
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• Smallest singular value of a random rectangular matrix
• Smallest singular value of random matrices and geometry of random polytopes
• The Littlewood-Offord problem and invertibility of random matrices
• The least singular value of a random square matrix is O\((n ^{- 1/2})\)
• Twice-Ramanujan sparsifiers

Cited In (5)

• Small ball probability for the condition number of random matrices
• Random Toeplitz matrices: The condition number under high stochastic dependence
• Large-deviation asymptotics of condition numbers of random matrices
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• Average-case analysis of the Gaussian elimination with partial pivoting

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