Let AinmathbbRmtimesn be a random matrix with i.i.d. entries (the distribution is not important), where m<n (i.e. A is a "wide" matrix). I would like a lower bound on
phi(A)triangleqminxfraclVertAxrVertlVertxrVert
that holds with high probability (apologies if the notation phi(A) conflicts with any established usage).
When mgeqn, evidently phi(A)=sigmamin(A), the least singular value of A (although I am not certain why this is true). Of course the distribution of the least singular value of a random matrix has been well-studied.
But when m<n, it seems that phi(A)neqsigmamin(A) in general. For example, if m=1 and n>1, then phi(A)=0 (just choose x to be orthogonal to the vector A), but sigmamin(A) is the Euclidean norm of the vector A, which usually will not be 0.
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