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New Lower Bounds for the Minimum Singular Value in Matrix Selection

Functional Analysis 2025-08-15 v1 Numerical Analysis Numerical Analysis

Abstract

The objective of the matrix selection problem is to select a submatrix ASRn×kA_{S}\in \mathbb{R}^{n\times k} from ARn×mA\in \mathbb{R}^{n\times m} such that its minimum singular value is maximized. In this paper, we employ the interlacing polynomial method to investigate this problem. This approach allows us to identify a submatrix AS0Rn×kA_{S_0}\in \mathbb{R}^{n\times k} and establish a lower bound for its minimum singular value. Specifically, unlike common interlacing polynomial approaches that estimate the smallest root of the expected characteristic polynomial via barrier functions, we leverage the direct relationship between roots and coefficients. This leads to a tighter lower bound when kk is close to nn. For the case where AA=InAA^{\top}=\mathbb{I}_n and k=nk=n, our result improves the well-known result by Hong-Pan, which involves extracting a basis from a tight frame and establishing a lower bound for the minimum singular value of the basis matrix.

Keywords

Cite

@article{arxiv.2508.10452,
  title  = {New Lower Bounds for the Minimum Singular Value in Matrix Selection},
  author = {Zhiqiang Xu},
  journal= {arXiv preprint arXiv:2508.10452},
  year   = {2025}
}

Comments

13 pages

R2 v1 2026-07-01T04:49:31.431Z