Iterative computation of the smallest singular value and the corresponding singular vectors of a matrix

Iterative Computation of the Smallest Singular Value and the Corresponding Singular Vectors of a Matrix

Technische Universit at Dresden Herausgeber: Der Rektor Iterative Computation of the Smallest Singular Value and the Corresponding Singular Vectors of a Matrix Hubert Schwetlick and Uwe Schnabel IOKOMO-06-97 December 1997 Preprint-Reihe IOKOMO der DFG-Forschergruppe Identi kation und Optimierung komplexer Modelle auf der Basis analytischer Sensitivitatsberechnungen an der Technischen Universi...

The Smallest Singular Value of a Random Rectangular Matrix

We prove an optimal estimate on the smallest singular value of a random subgaussian matrix, valid for all fixed dimensions. For an N × n matrix A with independent and identically distributed subgaussian entries, the smallest singular value of A is at least of the order √ N − √ n − 1 with high probability. A sharp estimate on the probability is also obtained.

Loewner matrix ordering in estimation of the smallest singular value

Smallest Singular Value of a Random Rectangular Matrix

We prove an optimal estimate of the smallest singular value of a random subGaussian matrix, valid for all dimensions. For an N n matrix A with independent and identically distributed sub-Gaussian entries, the smallest singular value of A is at least of the order p N pn 1 with high probability. A sharp estimate on the probability is also obtained. © 2009 Wiley Periodicals, Inc.

the investigation of the relationship between type a and type b personalities and quality of translation

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