1. Random Laplacian Matrices and Convex Relaxations
- Author
-
Bandeira, Afonso S.
- Subjects
Matrices (Mathematics) -- Research ,Algorithms -- Research ,Mathematical research ,Regression analysis -- Research ,Algorithm ,Mathematics - Abstract
The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a class of random Laplacian matrices with independent off-diagonal entries, this bound is essentially tight: the largest eigenvalue is, up to lower order terms, often the size of the largest diagonal. entry. Besides being a simple tool to obtain precise estimates on the largest eigenvalue of a class of random Laplacian matrices, our main result settles a number of open problems related to the tightness of certain convex relaxation-based algorithms. It easily implies the optimality of the semidefinite relaxation approaches to problems such as [Formula omitted] Synchronization and stochastic block model recovery. Interestingly, this result readily implies the connectivity threshold for Erdos-Rényi graphs and suggests that these three phenomena are manifestations of the same underlying principle. The main tool is a recent estimate on the spectral norm of matrices with independent entries by van Handel and the author., Author(s): Afonso S. Bandeira [sup.1] Author Affiliations: (Aff1) 0000 0004 1936 8753, grid.137628.9, Department of Mathematics and Center for Data Science, Courant Institute of Mathematical Sciences, New York University, , [...]
- Published
- 2018
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