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Singular values of a Gaussian random times deterministic diagonal matrix

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 ...
Max's user avatar
  • 11
3 votes
1 answer
3k views

Singular value decomposition of random rectangular matrices

Let $A$ be a $m\times n$ real matrix, whose entries are independent, identically distributed random variables, following standard normal distributions (mean zero and unit variance). What is the ...
valle's user avatar
  • 884
11 votes
3 answers
1k views

Maximum singular value of a random $\pm 1$ matrix

Define a matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$ such that each element is independently and randomly chosen with probability $\frac 12$ to be either $+1$, or $-1$. Do you know any result in ...
Kostas's user avatar
  • 199