Smallest singular value of sparse random matrices

DOI10.4064/SM212-3-1MaRDI QIDQ4900177zbMATH OpenOpenAlexFDO

Authors Omar Rivasplata, Alexander E. Litvak

Publication date 14 January 2013

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.0938

zbMATH Keywords

sparse matricessingular valuesrandom matricesdeviation inequalities

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Asymptotic theory of Banach spaces (46B06)

Abstract: We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances from below. This allows us to consider matrices with null entries or, more generally, with entries having small variances. Our results do not assume identical distribution of the entries of a random matrix and help to clarify the role of the variances of the entries. We also show that it is enough to require boundedness from above of the $r$-th moment, $r>2$, of the corresponding entries.

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• Structure of eigenvectors of random regular digraphs
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• Asymptotic geometric analysis: achievements and perspective
• On the decay of the smallest singular value of submatrices of rectangular matrices
• Invertibility of sparse non-Hermitian matrices
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• Length Bounds for Singular Values of Sparse Matrices
• Universality of the least singular value for the sum of random matrices
• Circular law for sparse random regular digraphs
• The smallest singular value of inhomogeneous square random matrices
• Single-pass randomized algorithms for LU decomposition
• Random polytopes obtained by matrices with heavy-tailed entries
• Randomized algorithms for the low multilinear rank approximations of tensors
• Universality of the least singular value for sparse random matrices
• Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
• Smallest singular value of random matrices with independent columns
• Randomized LU decomposition
• Smallest singular value of random matrices and geometry of random polytopes
• Tail bounds for gaps between eigenvalues of sparse random matrices
• On the largest and the smallest singular value of sparse rectangular random matrices

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