The least singular value of a random symmetric matrix

Marcelo Campos, Matthew Jenssen, Marcus Michelen, Julian Sahasrabudhe

Published 2022-03-11Version 1

Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically distributed according to a subgaussian distribution. We show that $$\mathbb{P}(\sigma_{\min}(A) \leq \varepsilon/\sqrt{n}) \leq C \varepsilon + e^{-cn},$$ where $\sigma_{\min}(A)$ denotes the least singular value of $A$ and the constants $C,c>0 $ depend only on the distribution of the entries of $A$. This result confirms a folklore conjecture on the lower-tail asymptotics of the least singular value of random symmetric matrices and is best possible up to the dependence of the constants on the distribution of $A_{i,j}$. Along the way, we prove that the probability $A$ has a repeated eigenvalue is $e^{-\Omega(n)}$, thus confirming a conjecture of Nguyen, Tao and Vu.