Smallest singular value of random matrices with independent columns |
| |
| Institution: | 1. Institute of Mathematics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland;2. Université Pierre-et-Marie-Curie, Paris 6, Institut de mathématiques de Jussieu, 4, place Jussieu, 75005 Paris, France;3. Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Alberta, Canada T6G 2G1;4. Équipe d''analyse et mathématiques appliquées, Université Paris Est, 5, boulevard Descartes, Champs-sur-Marne, 77454 Marne-la-Vallee cedex 2, France |
| |
| Abstract: | We study the smallest singular value of a square random matrix with i.i.d. columns drawn from an isotropic symmetric log-concave distribution. We prove a deviation inequality in terms of the isotropic constant of the distribution. To cite this article: R. Adamczak et al., C. R. Acad. Sci. Paris, Ser. I 346 (2008). |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
