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CONDITION NUMBER OF A SQUARE MATRIX WITH I.I.D. COLUMNS DRAWN FROM A CONVEX BODY.

Authors :
Adamczak, Radoslaw
GuÉdon, Olivier
Litvak, Alexander E.
Pajor, Alain
Tomczak-Jaegermann, Nicole
Source :
Proceedings of the American Mathematical Society; Mar2012, Vol. 140 Issue 3, p987-998, 12p
Publication Year :
2012

Abstract

We study the smallest singular value of a square random matrix with i.i.d. columns drawn from an isotropic log-concave distribution. An important example is obtained by sampling vectors uniformly distributed in an isotropic convex body. We deduce that the condition number of such matrices is of the order of the size of the matrix and give an estimate on its tail behaviour. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00029939
Volume :
140
Issue :
3
Database :
Complementary Index
Journal :
Proceedings of the American Mathematical Society
Publication Type :
Academic Journal
Accession number :
67434879
Full Text :
https://doi.org/10.1090/S0002-9939-2011-10994-8