Abstract

Suppose that m,n∈Nm,n\in \mathbb{N} and that A:Rm→RnA:\mathbb{R}^m\to \mathbb{R}^n is a linear operator. It is shown here that if k,r∈Nk,r\in \mathbb{N} satisfy k<r≤rank(A)k<r\le \mathrm{\bf rank(A)} then there exists a subset σ⊆{1,…,m}σ\subseteq \{1,\ldots,m\} with ∣σ∣=k|σ|=k such that the restriction of AA to Rσ⊆Rm\mathbb{R}^σ\subseteq \mathbb{R}^m is invertible, and moreover the operator norm of the inverse A−1:A(Rσ)→RmA^{-1}:A(\mathbb{R}^σ)\to \mathbb{R}^m is at most a constant multiple of the quantity mr/((r−k)∑i=rmsi(A)2)\sqrt{mr/((r-k)\sum_{i=r}^m \mathsf{s}_i(A)^2)}, where s1(A)⩾…⩾sm(A)\mathsf{s}_1(A)\geqslant\ldots\geqslant \mathsf{s}_m(A) are the singular values of AA. This improves over a series of works, starting from the seminal Bourgain--Tzafriri Restricted Invertibility Principle, through the works of Vershynin, Spielman--Srivastava and Marcus--Spielman--Srivastava. In particular, this directly implies an improved restricted invertibility principle in terms of Schatten--von Neumann norms.

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