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Matrix Spencer: Eight Standard Deviations Suffice and an Almost-Linear Time Algorithm for Dense Input

Song, Zhao et al.
arXiv (OAI Expanded) · Papers
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data-structures-and-algorithmsfunctional-analysisoptimization-and-controlprobability
The Matrix Spencer conjecture asserts that for all symmetric matrices $A_1,\ldots,A_n\in\mathbb{R}^{n\times n}$ with $\|A_i\|\le1$ there are signs $\varepsilon_1,\ldots,\varepsilon_n\in\{-1,1\}$ with $\|\sum_{i=1}^n\varepsilon_iA_i\|=O(\sqrt n)$. We prove it: a signing of discrepancy below $8\sqrt n
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