Monotonicity conjecture for average singular values of Gaussian matrices

From papers

Let αR(d)\alpha_{\mathbb{R}}(d) and αC(d)\alpha_{\mathbb{C}}(d) be the average singular value of a d×dd\times d matrix with random i.i.d. real-valued and complex-valued entries, respectively, distributed as N(0,1d)\mathcal{N}\left(0,\frac1d\right). Then, for all d1d\geq 1,

αC(d+1)αC(d)andαR(d+1)αR(d).\alpha_{\mathbb{C}}(d+1) \leq \alpha_{\mathbb{C}}(d) \quad\text{and}\quad \alpha_{\mathbb{R}}(d+1) \geq \alpha_{\mathbb{R}}(d).

This conjecture concerns the contrasting dimension dependence of the normalized average singular value in the complex and real Gaussian ensembles; the paper motivates it through numerical computations and asymptotic bounds, but does not establish the claimed monotonicity for all dimensions.

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Sources & referencesView supporting material

Primary source

Afonso S. Bandeira, Christopher Kennedy and Amit Singer, “Approximating the Little Grothendieck Problem over the Orthogonal and Unitary Groups”, arXiv:1308.5207 (2015).

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