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

Let A~\widetilde{A} be an n×nn\times n matrix with A~21\|\widetilde{A}\|_2\leq 1, and let AA be a Gaussian perturbation of A~\widetilde{A} with variance σ21\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{UmaxAmax>x+1}nk1eαxk2σ.\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.

Sources & referencesView supporting material

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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