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Extreme singular values of inhomogeneous sparse random rectangular matrices

Abstract

We develop a unified approach to bounding the largest and smallest singular values of an inhomogeneous random rectangular matrix, based on the non-backtracking operator and the Ihara-Bass formula for general random Hermitian matrices with a bipartite block structure. We obtain probabilistic upper (respectively, lower) bounds for the largest (respectively, smallest) singular values of a large rectangular random matrix XX. These bounds are given in terms of the maximal and minimal 2\ell_2-norms of the rows and columns of the variance profile of XX. The proofs involve finding probabilistic upper bounds on the spectral radius of an associated non-backtracking matrix BB. The two-sided bounds can be applied to the centered adjacency matrix of sparse inhomogeneous Erd\H{o}s-R\'{e}nyi bipartite graphs for a wide range of sparsity, down to criticality. In particular, for Erd\H{o}s-R\'{e}nyi bipartite graphs G(n,m,p)G(n,m,p) with p=ω(logn)/np=\omega(\log n)/n, and m/ny(0,1)m/n\to y \in (0,1), our sharp bounds imply that there are no outliers outside the support of the Mar\v{c}enko-Pastur law almost surely. This result extends the Bai-Yin theorem to sparse rectangular random matrices.

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