The conjectured polynomial-exponential tail bound for Gaussian LU growth with partial pivoting

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Let A~\widetilde{A} be an n×nn\times n matrix with ∥A~∥2≤1\|\widetilde{A}\|_2\leq 1, and let AA be a Gaussian perturbation of A~\widetilde{A} with variance σ2≤1\sigma^2\leq1. Let UU be the upper-triangular matrix obtained from the LU factorization of AA with partial pivoting. Partial-pivoting growth conjecture. There exist absolute constants k1k_1, k2k_2, and α\alpha such that

Pr⁡{∥U∥max⁡∥A∥max⁡>x+1}≤nk1e−αxk2σ.\Pr\left\{\frac{\|U\|_{\max}}{\|A\|_{\max}}>x+1\right\}\leq n^{k_1}e^{-\alpha x^{k_2}\sigma}.

This conjecture addresses the first open problem on smoothed growth factors and is motivated by experiments suggesting substantially smaller tails under partial pivoting than without pivoting.

References

Primary source

Arvind Sankar, Daniel A. Spielman and Shang-Hua Teng, “Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices”, arXiv:cs/0310022 (2005).

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