Smallest Singular Values of Weighted Random Matrices

Series
Analysis Seminar
Time
Wednesday, September 30, 2026 - 2:00pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Achintya Raya Polavarapu – Georgia Institute of Technology
Organizer
Anastasios Fragkos

How close is a random matrix to being singular? This question measures the stability of random linear systems. Classical models treat every direction equally, but in many settings different directions have different scales or variances. We study what happens when a random matrix is deformed by a fixed invertible matrix. Even a diagonal deformation raises a basic question: is stability controlled by the weakest direction, or by the collective geometry of all directions? I will explain why standard estimates miss this geometry and how random subspaces lead to sharper bounds.