Least singular value and condition number of a square random matrix with i.i.d. rows

M. Gregoratti and D. Maran

Statistics & Probability Letters, 2021, vol. 173, issue C

Abstract: Introducing a new method for studying general probability distributions on Rn, we generalize some results about the least singular value and the condition number of random matrices with i.i.d. Gaussian entries to the whole class of random matrices with i.i.d. rows.

Keywords: Least singular value; Condition number; Random matrix (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109070

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