Take the 2-minute tour ×
MathOverflow is a question and answer site for professional mathematicians. It's 100% free, no registration required.

Hello,

I am concerned with a rectangular m by n matrix M, with entries picked as Gaussian random variables (with some fixed mean and variance).

How large does m need to be so that the ratio between largest and smallest singular value of the matrix, $\frac{\sigma_1(M)}{\sigma_n(M)}$ converges to 1?

Any idea what is the right reference to look at?

Thanks!

share|improve this question
add comment

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.