English

Quantitative invertibility of random matrices: a combinatorial perspective

Probability 2021-09-06 v3 Numerical Analysis Combinatorics Numerical Analysis

Abstract

We study the lower tail behavior of the least singular value of an n×nn\times n random matrix Mn:=M+NnM_n := M+N_n, where MM is a fixed complex matrix with operator norm at most exp(nc)\exp(n^{c}) and NnN_n is a random matrix, each of whose entries is an independent copy of a complex random variable with mean 00 and variance 11. Motivated by applications, our focus is on obtaining bounds which hold with extremely high probability, rather than on the least singular value of a typical such matrix. This setting has previously been considered in a series of influential works by Tao and Vu, most notably in connection with the strong circular law, and the smoothed analysis of the condition number, and our results improve upon theirs in two ways: (i) We are able to handle M=O(exp(nc))\|M\| = O(\exp(n^{c})), whereas the results of Tao and Vu are applicable only for M=O(poly(n))M = O(\text{poly(n)}). (ii) Even for M=O(poly(n))M = O(\text{poly(n)}), we are able to extract more refined information -- for instance, our results show that for such MM, the probability that MnM_n is singular is O(exp(nc))O(\exp(-n^{c})), whereas even in the case when ξ\xi is a Bernoulli random variable, the results of Tao and Vu only give a bound of the form OC(nC)O_{C}(n^{-C}) for any constant C>0C>0. As opposed to all previous works obtaining such bounds with error rate better than n1n^{-1}, our proof makes no use either of the inverse Littlewood--Offord theorems, or of any sophisticated net constructions. Instead, we show how to reduce the problem from the (complex) sphere to (Gaussian) integer vectors, where it is solved directly by utilizing and extending a combinatorial approach to the singularity problem for random discrete matrices, recently developed by Ferber, Luh, Samotij, and the author.

Keywords

Cite

@article{arxiv.1908.11255,
  title  = {Quantitative invertibility of random matrices: a combinatorial perspective},
  author = {Vishesh Jain},
  journal= {arXiv preprint arXiv:1908.11255},
  year   = {2021}
}

Comments

Revised version. arXiv admin note: text overlap with arXiv:1904.11108

R2 v1 2026-06-23T11:00:00.360Z