An upper bound on the smallest singular value of a square random matrix

DOI10.1016/J.JCO.2018.06.002zbMATH Open1395.60008arXiv1805.05018OpenAlexW2963750720WikidataQ129627206 ScholiaQ129627206MaRDI QIDQ722769FDOQ722769

Authors: Kateryna Tatarko 

Publication date: 27 July 2018

Published in: Journal of Complexity (Search for Journal in Brave)

Abstract: Let $A=(a_{ij})$ be a square $nimesn$ matrix with i.i.d. zero mean and unit variance entries. Rudelson and Vershynin showed that the upper bound for a smallest singular value $s_n(A)$ is of order $n^{-frac12}$ with probability close to one under additional assumption on entries of $A$ that $mathbbE{a}_{11}^4<infty$. We remove the assumption on the fourth moment and show the upper bound assuming only $mathbbE{a}_{11}^2=1.$

Full work available at URL: https://arxiv.org/abs/1805.05018

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zbMATH Keywords

heavy tailscondition numberrandom matricessmall ball probabilityinvertibility of random matricessmallest singular value

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (16)

• The smallest singular value anomaly: the reasons behind sharp anomaly
• On minimal singular values of random matrices with correlated entries
• Least singular value and condition number of a square random matrix with i.i.d. rows
• On delocalization of eigenvectors of random non-Hermitian matrices
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• The smallest singular value of inhomogeneous square random matrices
• Small ball probability for the condition number of random matrices
• The asymptotic distribution of the condition number for random circulant matrices
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• The limit of the smallest singular value of random matrices with i.i.d. entries
• Smallest singular value of random matrices and geometry of random polytopes
• On the largest and the smallest singular value of sparse rectangular random matrices
• Quantitative invertibility of non-Hermitian random matrices

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