Coverage processes on spheres and condition numbers for linear programming

preprint2010arXivOpen access

Abstract

This paper has two agendas. Firstly, we exhibit new results for coverage processes. Let p(n,m,α)p(n,m,α) be the probability that nn spherical caps of angular radius αα in SmS^m do not cover the whole sphere SmS^m. We give an exact formula for p(n,m,α)p(n,m,α) in the case α∈[π/2,π]α\in[π/2,π] and an upper bound for p(n,m,α)p(n,m,α) in the case α∈[0,π/2]α\in [0,π/2] which tends to p(n,m,π/2)p(n,m,π/2) when α→π/2α\toπ/2. In the case α∈[0,π/2]α\in[0,π/2] this yields upper bounds for the expected number of spherical caps of radius αα that are needed to cover SmS^m. Secondly, we study the condition number C(A){\mathscr{C}}(A) of the linear programming feasibility problem ∃x∈Rm+1Ax≤0,x≠0\exists x\in\mathbb{R}^{m+1}Ax\le0,x\ne0 where A∈Rn×(m+1)A\in\mathbb{R}^{n\times(m+1)} is randomly chosen according to the standard normal distribution. We exactly determine the distribution of C(A){\mathscr{C}}(A) conditioned to AA being feasible and provide an upper bound on the distribution function in the infeasible case. Using these results, we show that E(ln⁡C(A))≤2ln⁡(m+1)+3.31\mathbf{E}(\ln{\mathscr{C}}(A))\le2\ln(m+1)+3.31 for all n>mn>m, the sharpest bound for this expectancy as of today. Both agendas are related through a result which translates between coverage and condition.

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