English
Related papers

Related papers: The condition number of a randomly perturbed matri…

200 papers

Condition numbers of random polynomial systems have been widely studied in the literature under certain coefficient ensembles of invariant type. In this note we introduce a method that allows us to study these numbers for a broad family of…

Probability · Mathematics 2014-09-08 Hoi Nguyen

Let $n$ be a large integer and $M_n$ be a random $n$ by $n$ matrix whose entries are i.i.d. Bernoulli random variables (each entry is $\pm 1$ with probability 1/2). We show that the probability that $M_n$ is singular is at most $(3/4…

Combinatorics · Mathematics 2008-08-06 Terence Tao , Van Vu

Consider a matrix function f defined for Hermitian matrices. The purpose of this paper is two-fold. We derive new results for the absolute structured condition number of the matrix function and we derive new bounds for the perturbation…

Numerical Analysis · Mathematics 2012-06-20 Elias Jarlebring , Emanuel H. Rubensson

We obtain an explicit analytical sufficient condition on $E$ that ensures the monotonicity of the matrix $M+E$, where $M$ is an $M$-matrix.

Combinatorics · Mathematics 2013-08-06 Felix Goldberg

Let $\a$ be a complex random variable with mean zero and bounded variance. Let $N_{n}$ be the random matrix of size $n$ whose entries are iid copies of $\a$ and $M$ be a fixed matrix of the same size. The goal of this paper is to give a…

Probability · Mathematics 2017-05-23 Terence Tao , Van Vu

Estimating the condition numbers of random structured matrices is a well known challenge, linked to the design of efficient randomized matrix algorithms. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The…

Numerical Analysis · Mathematics 2012-12-20 Victor Y. Pan , Guoliang Qian

For each $n$, let $M_n$ be an $n\times n$ random matrix with independent $\pm 1$ entries. We show that ${\mathbb P}\{\mbox{$M_n$ is singular}\}=(1/2+o_n(1))^n$, which settles an old problem. Some generalizations are considered.

Probability · Mathematics 2019-08-27 Konstantin Tikhomirov

Let $M_n$ be an $n$ by $n$ random matrix where each entry is +1 or -1 independently with probability 1/2. Our main result implies that the probability that $M_n$ is singular is at most $(1/\sqrt{2} + o(1))^n$, improving on the previous best…

Combinatorics · Mathematics 2009-05-05 Jean Bourgain , Van Vu , Philip Matchett Wood

Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…

Combinatorics · Mathematics 2011-03-18 Hoi H. Nguyen

Let $M_n$ denote a random symmetric $n \times n$ matrix whose upper diagonal entries are independent and identically distributed Bernoulli random variables (which take values $1$ and $-1$ with probability $1/2$ each). It is widely…

Probability · Mathematics 2019-09-10 Asaf Ferber , Vishesh Jain

We consider the sensitivity of real roots of polynomial systems with respect to perturbations of the coefficients. In particular - for a version of the condition number defined by Cucker, Krick, Malajovich, and Wschebor - we establish new…

Probability · Mathematics 2018-06-11 Alperen A. Ergür , J. Maurice Rojas , Grigoris Paouris

In this paper, we investigate the following question: How often is a random matrix normal? We consider a random $n\times n$ matrix, $M_n$, whose entries are i.i.d. Rademacher random variables (taking values $\{ \pm1 \}$ with probability…

Probability · Mathematics 2019-02-06 Andrei Deneanu , Van Vu

In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition…

Spectral Theory · Mathematics 2009-07-23 Nikolaos Papathanasiou , Panayiotis Psarrakos

This article study the average conditioning for a random underdetermined polynomial system. The expected value of the moments of the condition number are compared to the moments of the condition number of random matrices. An expression for…

Numerical Analysis · Mathematics 2025-05-20 Federico Carrasco

We define a new condition number adapted to directionally uniform perturbations. The definitions and theorems can be applied to a large class of problems. We show the relation with the classical condition number, and study some interesting…

Numerical Analysis · Mathematics 2008-12-17 Diego Armentano

Let $A$ be a matrix of size $n \times n$ over an algebraically closed field $F$ and $q(t)$ a monic polynomial of degree $n$. In this article, we describe the necessary and sufficient conditions of $q(t)$ so that there exists a rank one…

Spectral Theory · Mathematics 2021-11-23 Jon Merzel , Jan Minac , Lyle Muller , Federico W. Pasini , Tung T. Nguyen

A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…

Probability · Mathematics 2022-05-23 Patryk Pagacz , Michał Wojtylak

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

Probability · Mathematics 2022-11-02 Kyle Luh , Ryan Vogel , Alan Yu

We study the lower tail behavior of the least singular value of an $n\times n$ random matrix $M_n := M+N_n$, where $M$ is a fixed complex matrix with operator norm at most $\exp(n^{c})$ and $N_n$ is a random matrix, each of whose entries is…

Probability · Mathematics 2021-09-06 Vishesh Jain

We study the singularity probability of random integer matrices. Concretely, the probability that a random $n \times n$ matrix, with integer entries chosen uniformly from $\{-m,\ldots,m\}$, is singular. This problem has been well studied in…

Computational Complexity · Computer Science 2021-09-01 Sankeerth Rao Karingula , Shachar Lovett
‹ Prev 1 2 3 10 Next ›