Invertibility via distance for non-centered random matrices with continuous distributions

preprint2020arXivOpen access

Abstract

Let AA be an n×nn\times n random matrix with independent rows R1(A),…,Rn(A)R_1(A),\dots,R_n(A), and assume that for any i≤ni\leq n and any three-dimensional linear subspace F⊂RnF\subset {\mathbb R}^n the orthogonal projection of Ri(A)R_i(A) onto FF has distribution density ρ(x):F→R+ρ(x):F\to{\mathbb R}_+ satisfying ρ(x)≤C1/max⁡(1,∥x∥22000)ρ(x)\leq C_1/\max(1,\|x\|_2^{2000}) (x∈Fx\in F) for some constant C1>0C_1>0. We show that for any fixed n×nn\times n real matrix MM we have P{smin⁡(A+M)≤tn−1/2}≤C′ t,t>0,{\mathbb P}\{s_{\min}(A+M)\leq t n^{-1/2}\}\leq C'\, t,\quad\quad t>0, where C′>0C'>0 is a universal constant. In particular, the above result holds if the rows of AA are independent centered log-concave random vectors with identity covariance matrices. Our method is free from any use of covering arguments, and is principally different from a standard approach involving a decomposition of the unit sphere and coverings, as well as an approach of Sankar-Spielman-Teng for non-centered Gaussian matrices.

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