English

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 XX, 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 XX is a random matrix but with the additional constraint that the selected columns be almost orthogonal to a given vector vv. 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 vv.

Keywords

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

R2 v1 2026-06-22T11:47:36.971Z