Upper bound for intermediate singular values of random matrices

preprint2016arXivOpen access

Abstract

In this paper, we prove that an n×nn\times n matrix AA with independent centered subgaussian entries satisfies sn+1−l(A)≤C1tln s_{n+1-l}(A) \le C_1t \frac{l}{\sqrt{n}} with probability at least 1−exp⁡(−C2tl)1-\exp(-C_2tl). This yields sn−l(A)∼clns_{n-l}(A) \sim \frac{cl}{\sqrt{n}} in combination with a known lower bound. These results can be generalized to the rectangular matrix case.

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