Quantitative invertibility of random matrices: a combinatorial perspective

Abstract

We study the lower tail behavior of the least singular value of an $n\times n$ random matrix $M_n := M+N_n$, where $M$ is a fixed complex matrix with operator norm at most $\exp(n^{c})$ and $N_n$ is a random matrix, each of whose entries is an independent copy of a complex random variable with mean $0$ and variance $1$. Motivated by applications, our focus is on obtaining bounds which hold with extremely high probability, rather than on the least singular value of a typical such matrix. This setting has previously been considered in a series of influential works by Tao and Vu, most notably in connection with the strong circular law, and the smoothed analysis of the condition number, and our results improve upon theirs in two ways: (i) We are able to handle $\|M\| = O(\exp(n^{c}))$, whereas the results of Tao and Vu are applicable only for $M = O(\text{poly(n)})$. (ii) Even for $M = O(\text{poly(n)})$, we are able to extract more refined information -- for instance, our results show that for such $M$, the probability that $M_n$ is singular is $O(\exp(-n^{c}))$, whereas even in the case when $\xi$ is a Bernoulli random variable, the results of Tao and Vu only give a bound of the form $O_{C}(n^{-C})$ for any constant $C>0$. As opposed to all previous works obtaining such bounds with error rate better than $n^{-1}$, our proof makes no use either of the inverse Littlewood--Offord theorems, or of any sophisticated net constructions. Instead, we show how to reduce the problem from the (complex) sphere to (Gaussian) integer vectors, where it is solved directly by utilizing and extending a combinatorial approach to the singularity problem for random discrete matrices, recently developed by Ferber, Luh, Samotij, and the author.