Invertibility of random matrices: norm of the inverse
Functional Analysis
2007-05-23 v1
Abstract
Let A be an n by n matrix, whose entries are independent copies of a centered random variable satisfying the subgaussian tail estimate. We prove that the operator norm of A^{-1} does not exceed Cn^{3/2} with probability close to 1.
Cite
@article{arxiv.math/0507024,
title = {Invertibility of random matrices: norm of the inverse},
author = {Mark Rudelson},
journal= {arXiv preprint arXiv:math/0507024},
year = {2007}
}
Comments
25 pages