Upper bound for intermediate singular values of random matrices

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:445

Article

关键词: Random matrix;    Upper bound of singular value;    Non-asymptotic distribution;    Subgaussian;   

DOI  :  10.1016/j.jmaa.2016.08.007

来源: Elsevier

【 摘 要 】

In this paper, we prove that an n x n matrix A with independent centered subgaussian entries satisfies S-n+1-l(A) <= C-1(t) l/root n with probability at least 1-exp(-C(2)tl). This yields s(n+1-l)(A) similar to cl/root n in combination with a known lower bound. These results can be generalized to the rectangular matrix case. (C) 2016 Elsevier Inc. All rights reserved.

【 授权许可】

Free