A note on restricted invertibility with weighted columns

The restricted invertibility theorem was originally introduced by Bourgain and Tzafriri in $1987$ and has been considered as one of the most celebrated theorems in geometry and analysis. In this note, we present weighted versions of this theorem with slightly better estimates. Particularly, we show that for any $A\in\mathbb{R}^{n\times m}$ and $k,r\in\mathbb{N}$ with $k\leq r\leq \mbox{rank}(A)$, there exists a subset $\mathcal{S}$ of size $k$ such that $σ_{\min}(A_{\mathcal{S}}W_{\mathcal{S}})^2\geq \frac{(\sqrt{r}-\sqrt{k-1})^2}{\|W^{-1}\|_F^{2}}\cdot\frac{r}{\sum_{i=1}^{r}σ_{i}(A)^{-2}}$, where $W=\mbox{diag}(w_1,\ldots,w_m)$ with $w_i$ being the weight of the $i$-th column of $A$. Our constructions are algorithmic and employ the interlacing families of polynomials developed by Marcus, Spielman, and Srivastava.

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