On the restricted invertibility problem with an additional orthogonality constraint for random matrices

preprint2015arXivOpen access

Abstract

The Restricted Invertibility problem is the problem of selecting the largest subset of columns of a given matrix XX, while keeping the smallest singular value of the extracted submatrix above a certain threshold. In this paper, we address this problem in the simpler case where XX is a random matrix but with the additional constraint that the selected columns be almost orthogonal to a given vector vv. Our main result is a lower bound on the number of columns we can extract from a normalized i.i.d. Gaussian matrix for the worst vv.

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