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The Expected Norm of Random Matrices

Published online by Cambridge University Press:  01 March 2000

YOAV SEGINER
Affiliation:
Check Point Software Technologies Ltd., 3A Jabotinsky St., Diamond Tower, Ramat Gan, 52520, Israel (e-mail: yoav@checkpoint.com)
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Abstract

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We compare the Euclidean operator norm of a random matrix with the Euclidean norm of its rows and columns. In the first part of this paper, we show that if A is a random matrix with i.i.d. zero mean entries, then EAh [les ] Kh (E maxiai[bull ]h + E maxjaj[bull ]h), where K is a constant which does not depend on the dimensions or distribution of A (h, however, does depend on the dimensions). In the second part we drop the assumption that the entries of A are i.i.d. We therefore consider the Euclidean operator norm of a random matrix, A, obtained from a (non-random) matrix by randomizing the signs of the matrix's entries. We show that in this case, the best inequality possible (up to a multiplicative constant) is EAh [les ] (c log1/4 min {m, n})h (E maxiai[bull ]h + E maxjaj[bull ]h) (m, n the dimensions of the matrix and c a constant independent of m, n).

Type
Research Article
Copyright
2000 Cambridge University Press