On the restricted invertibility problem with an additional orthogonality constraint for random matrices
Probability
2015-12-07 v2 Functional Analysis
Abstract
The Restricted Invertibility problem is the problem of selecting the largest subset of columns of a given matrix , while keeping the smallest singular value of the extracted submatrix above a certain threshold. In this paper, we address this problem in the simpler case where is a random matrix but with the additional constraint that the selected columns be almost orthogonal to a given vector . Our main result is a lower bound on the number of columns we can extract from a normalized i.i.d. Gaussian matrix for the worst .
Cite
@article{arxiv.1511.05463,
title = {On the restricted invertibility problem with an additional orthogonality constraint for random matrices},
author = {Stephane Chretien},
journal= {arXiv preprint arXiv:1511.05463},
year = {2015}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1203.5223