English

An upper bound on the smallest singular value of dense random combinatorial matrices

Probability 2026-04-15 v1

Abstract

Let MM be an n×nn\times n random matrix with entries in {0,1}\{0, 1\}, where each row is independently and uniformly sampled from the set of all vectors in {0,1}n\{0, 1\}^n containing exactly dd ones, with d=pnd=pn for some fixed constant p(0,1/2]p\in (0,1/2]. A recent result of Tran states that the smallest singular value sn(M)s_n(M) is bounded below by cpn1/2c_p n^{-1/2} with high probability. In this note, we establish a complementary upper bound for sn(M)s_n(M), proving that ε>0P(sn(M)dε2n)1Cp(ε+1d), \forall \varepsilon >0 \qquad \mathbb{P}\left(s_n(M)\le \frac{\sqrt{d}}{\varepsilon^2 n}\right)\ge 1-C_p\left(\varepsilon+\frac{1}{\sqrt{d}}\right), where CpC_p is a positive constant depending only on pp. This result confirms that the least singular value sn(M)s_n(M) of dense random combinatorial matrices is typically of the order n1/2n^{-1/2}.

Keywords

Cite

@article{arxiv.2604.12233,
  title  = {An upper bound on the smallest singular value of dense random combinatorial matrices},
  author = {Dongbin Li and Alexander E. Litvak and Tingzhou Yu},
  journal= {arXiv preprint arXiv:2604.12233},
  year   = {2026}
}
R2 v1 2026-07-01T12:07:52.183Z