Smoothed analysis of symmetric random matrices with continuous distributions

preprint2015arXivOpen access

Abstract

We study invertibility of matrices of the form D+RD+R where DD is an arbitrary symmetric deterministic matrix, and RR is a symmetric random matrix whose independent entries have continuous distributions with bounded densities. We show that ∣(D+R)−1∣=O(n2)|(D+R)^{-1}| = O(n^2) with high probability. The bound is completely independent of DD. No moment assumptions are placed on RR; in particular the entries of RR can be arbitrarily heavy-tailed.

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