Probability of invertibility of matrices
May 16th, 2006 ~ Posted in: MathematicsRobert Rosenbaum posted a really nice question to the UH math mailing list:
Given an
matrix of integers, what is the probability that it is
invertible?What if we put a bound on the magnitude of the integers (so that we consider only a finite number of matrices)? In other words, given an integer
and an integer
, what is the probability that an
matrix
of integers each less than
in absolute value is invertible? Is there an elementary way to express this value in terms of
and
? I don’t know.
If we don’t restrict ourselves to integer valued matrices and consider all real or complex valued matrices, I think that the probability would be exactly 1. Can someone give an argument for this claim?
I got the last question, where you consider all of
: from an earlier problem I posted about, it is clear that the set of noninvertible matrices has empty interior, so measure zero; therefore a random matrix is invertible with probability one.
The discrete case is probably a lot harder…
Update: It seems I made an unwarranted assumption. Just because the set of noninvertible matrices has an empty interior doesn’t mean it has measure zero. I still think that’s true, but the proof is not complete.
matrix of integers, what is the probability that it is
and an integer
, what is the probability that an
of integers each less than
? I don’t know.
One Response to “Probability of invertibility of matrices”
June 8th, 2006 at 4:41 am
The probability of a matrix being invertable is inversly proportional to the “square” of how useful its invertability would be.
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