Condition Numbers of Random Toeplitz and Circulant Matrices
نویسندگان
چکیده
Estimating the condition numbers of random structured matrices is a well known challenge (cf. [SST06]), linked to the design of efficient randomized matrix algorithms in [PGMQ], [PIMR10], [PQ10], [PQ12], [PQZa], [PQa], [PQZb], [PQZC], [PY09]. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The former estimates can be surprising because the condition numbers grow exponentially in n as n → ∞ for some large and important classes of n × n Toeplitz matrices [BG05], whereas we prove the opposit for Gaussian random Toeplitz matrices. Our formal estimates are in good accordance with our numerical tests, except that circulant matrices tend to be even better conditioned according to the tests than according to our formal study. 2000 Math. Subject Classification: 15A52, 15A12, 65F22, 65F35
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TR-2012013: Condition Numbers of Random Toeplitz and Circulant Matrices
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