Smoothed-analysis conjecture on random perturbations and condition numbers

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Let AA be an arbitrary n×nn \times n matrix, and let MnM_n be a random n×nn \times n matrix. For an invertible matrix MM, define its condition number by

κ(M):=∥M∥ ∥M−1∥,\kappa(M):=\|M\|\,\|M^{-1}\|,

and set κ(M)=∞\kappa(M)=\infty when MM is not invertible. Call MM well-conditioned when κ(M)≤nC\kappa(M)\leq n^C for some constant CC independent of nn. Random-perturbation condition-number conjecture. With high probability, A+MnA+M_n is well-conditioned. This intuition motivates smoothed analysis, though the source notes that well-conditioning alone need not account for every algorithmic difficulty. The source also says that rigorous versions of this intuition were used in the cited analysis; the precise perturbation distribution and meaning of “with high probability” are not specified in the conjectural statement.

References

Primary source

Terence Tao and Van Vu, “From the Littlewood-Offord problem to the Circular Law: universality of the spectral distribution of random matrices”, arXiv:0810.2994 (2009).

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