The least singular value of a random square matrix is
Authors:
- Mark RudelsonMRMark Rudelson
- Roman VershyninRVRoman Vershynin
Open Access
- 1 August 2008
- journal article
- Published by MathDoc/Centre Mersenne in Comptes Rendus Mathematique
- Vol. 346 (15-16) , 893-896
Abstract
Let A be a matrix whose entries are real i.i.d. centered random variables with unit variance and suitable moment assumptions. Then the smallest singular value is of order with high probability. The lower estimate of this type was proved recently by the authors; in this Note we establish the matching upper estimate.
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This publication has 2 references indexed in Scilit:
- The Littlewood–Offord problem and invertibility of random matricesAdvances in Mathematics, 2008
- Eigenvalues and Condition Numbers of Random MatricesSIAM Journal on Matrix Analysis and Applications, 1988