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3 votes
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Upper bounds on the condition number of the eigenvector matrix

Let $A$ be an $n\times n$ real matrix with entries in a fixed interval $[a_\min,a_\max]$, with $a_\min$, $a_\max>0$. Question: Are there any upper bounds on the condition number of the ...
Ludwig's user avatar
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1 vote
1 answer
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Asymptotic property of the left singular vectors of i.i.d. data matrix

Let $\mathbf{X}$ be $(n \times p)$-dimensional data matrix ($n > p$) whose rows $\mathbf{x}_i$ are i.i.d. with some finite moments: $$ \mathbf{X}^\top = [\mathbf{x}_1, \ldots \mathbf{x}_n]^\top. ...
Seung Hyeon Yu's user avatar