The conjectured optimal smoothed tail bound for the condition number

Let A~\widetilde{A} be an n×nn\times n matrix satisfying A~2n\|\widetilde{A}\|_2\leq\sqrt{n}, and let AA be a Gaussian perturbation of A~\widetilde{A} with variance σ21\sigma^2\leq1. Optimal condition-number tail conjecture. The condition number should satisfy

Pr{κ(A)x}O(nxσ).\Pr\{\kappa(A)\geq x\}\leq O\left(\frac{n}{x\sigma}\right).

This would improve the stated bound of order O(nlogn/(xσ))O(n\log n/(x\sigma)) and thereby sharpen the smoothed analysis of condition numbers; the paper presents it as an unresolved conjecture.

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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