Georgia Institute of Technology College of Sciences

The condition number of a matrix A is the quantity κ(A) = smax(A)/smin(A), where smax(A), smin(A) are the largest and smallest singular values of A, respectively. Let A be a random n × n matrix with i.i.d, mean zero, unit variance, subgaussian entries. We will discuss a result by Litvak, Tikhomirov and Tomczak-Jaegermann which states that, in this setting, the condition number satisfies the small ball probability estimate

P{κ(A) ≤ n/t} ≤ 2 exp(−ct^2), t ≥ 1, where c > 0 is a constant depending only on the subgaussian moment.