Condition number of a square matrix with i.i.d. columns drawn from a convex body
Résumé
We study the smallest singular value of a square random matrix with i.i.d. columns drawn from an isotropic log-concave distribution. An important example is obtained by sampling vectors uniformly dis- tributed in an isotropic convex body. We deduce that the condition number of such matrices is of the order of the size of the matrix and give an estimate on its tail behavior.