On the submatrices with the best-bounded inverses

Abstract

The following hypothesis was formulated by Goreinov, Tyrtyshnikov, and Zamarashkin in goreinov1997theory. If U is n× k real matrix with the orthonormal columns (n>k), then there exists a submatrix Q of U of size k× k such that its smallest singular value is at least 1n. Although this statement is supported by numerical experiments, the problem remains open for all 1<k<n-1, except for the case of n = 4,\ k=2. In this work, we provide a proof for the case k=2 and arbitrary n.

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