Lower bounds for the smallest singular value of structured random matrices
Abstract
We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider matrices with complex entries of the form where has iid centered entries of unit variance and and are fixed matrices. In our main result we obtain polynomial bounds on the smallest singular value of for the case that has bounded (possibly zero) entries, and where is a diagonal matrix with entries bounded away from zero. As a byproduct of our methods we can also handle general perturbations under additional hypotheses on , which translate to connectivity hypotheses on an associated graph. In particular, we extend a result of Rudelson and Zeitouni for Gaussian matrices to allow for general entry distributions satisfying some moment hypotheses. Our proofs make use of tools which (to our knowledge) were previously unexploited in random matrix theory, in particular Szemer\'edi's Regularity Lemma, and a version of the Restricted Invertibility Theorem due to Spielman and Srivastava.
Keywords
Cite
@article{arxiv.1608.07347,
title = {Lower bounds for the smallest singular value of structured random matrices},
author = {Nicholas A. Cook},
journal= {arXiv preprint arXiv:1608.07347},
year = {2018}
}
Comments
69 pages. To appear in Annals of Probability