Invertibility and condition number of sparse random matrices

Invertibility and condition number of sparse random matrices

Probability Seminar
Sep 27, 2017, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Mark Rudelson, University of Michigan
Consider an n by n linear system Ax=b. If the right-hand side of the system is known up to a certain error, then in process of the solution, this error gets amplified by the condition number of the matrix A, i.e. by the ratio of its largest and smallest singular values. This observation led von Neumann and his collaborators to consider the condition number of a random matrix and conjecture that...