Least singular value and condition number of a square random matrix with i.i.d. rows

DOI10.1016/j.spl.2021.109070zbMath1492.60015arXiv2004.06757OpenAlexW3133613038MaRDI QIDQ2244514

D. Maran, Matteo Gregoratti

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.06757

zbMATH Keywords

condition numberrandom matrixleast singular value

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52)

Related Items (1)

The asymptotic distribution of the condition number for random circulant matrices

Cites Work

• An upper bound on the smallest singular value of a square random matrix
• Complexity theory of numerical linear algebra
• Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries
• A remark on the smallest singular value of powers of Gaussian matrices
• Invertibility of random matrices: norm of the inverse
• Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
• Condition number of a square matrix with i.i.d. columns drawn from a convex body
• Eigenvalues and Condition Numbers of Random Matrices

This page was built for publication: Least singular value and condition number of a square random matrix with i.i.d. rows