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Norm of the inverse of a random matrix
Berkeley, California October 21-October 24
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/FOCS.2006.5247th Annual IEEE Symposium on Foundat ...
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Mark Rudelson, University of Missouri, USA
Let A be an n ? n matrix, whose entries are independent copies of a centered random variable satisfying the subgaussian tail estimate. We prove that the operator norm of A^{-1} does not exceed Cn^{3/2} with probability close to 1. In a geometric language, this bounds the probability that the affine span of n random vectors in \mathbb{R}^n with i.i.d. subgaussian coordinates comes close to the origin.
Citation:
Mark Rudelson, "Norm of the inverse of a random matrix," focs, pp.487-496, 47th Annual IEEE Symposium on Foundations of Computer Science (FOCS'06), 2006
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