Skip to main content
MathOverflow

Return to Question

added 1 character in body
Source Link
Glorfindel
Glorfindel
  • 2.8k
  • 6
  • 28
  • 38

Suppose S$S$ is a tall-and-skinny m × n$m \times n$ matrix with iid Gaussian entries and D$D$ is a m × m$m \times m$ deterministic diagonal matrix. What can be said about the bounds on the largest and smallest singular values of a product DS$DS$? This post post mentionesmentions a relevant ``classical result"classical result",'' but I can't find a proof of that statement.

Suppose S is a tall-and-skinny m × n matrix with iid Gaussian entries and D is a m × m deterministic diagonal matrix. What can be said about the bounds on the largest and smallest singular values of a product DS? This post mentiones a relevant ``classical result,'' but I can't find a proof of that statement.

Suppose $S$ is a tall-and-skinny $m \times n$ matrix with iid Gaussian entries and $D$ is a $m \times m$ deterministic diagonal matrix. What can be said about the bounds on the largest and smallest singular values of a product $DS$? This post mentions a relevant "classical result", but I can't find a proof of that statement.

Source Link
Max
Max
  • 11
  • 1

Singular values of a Gaussian random times deterministic diagonal matrix

Suppose S is a tall-and-skinny m × n matrix with iid Gaussian entries and D is a m × m deterministic diagonal matrix. What can be said about the bounds on the largest and smallest singular values of a product DS? This post mentiones a relevant ``classical result,'' but I can't find a proof of that statement.