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# ISRAEL JOURNAL OF MAqHEMAII('S,V*~l.57. No 2.

L9~47

INVERTIBILITY OF "LARGE" SUBMATRICES WITH APPLICATIONS TO THE GEOMETRY OF B A N A C H SPACES AND HARMONIC ANALYSIS

J. B O U R G A I N ' ANI) L. " [ Z A F R I R f ' ' I H E S and University of Illinois . t Urbana-(Tlanlpaign; ~ltld The ftebrew University c,f Jeru~alenl

ABSYRA('T The main problem investigated in this paper is thal of restricted invertibility of linear operators acting on finite dimensional /~,-spaces. Our initial motivation lo study such questions lies in their applications. The results obtained below enable us to complete earlier work on the structure of complemented subspaces of L,,-spaces which have extremal euclidean distance. Let A be a real n × n matrix considered as a linear operator on I;',; 1 ~- p ~< r.. By restricted invertibility of A, wc mean the existence of a subset (r of {1,2 . . . . . n } such that !o- ] ~- n and A acts as tin isomorphism when restricted to the linear span of the unit vectors {e,}..... "llacrc are various conditions undcr which this property holds. For instance, if the norm 1]A lip of A is bounded by a constant independent of n and the diagonal of A is the identity matrix, then there exists an index set m 10-I -- n, for which R,,A,I~,],~,, has a bounded inverse (R, stands for the restriction map). This is achieved by simply constructing the set (r so that ]]R.(A - z)/+ll, <'=. The case p = 2 is of particular interest. Although the problem is purely tlilbertian, thc proofs inwflve besides the space I~ also the space /,. The methods are probabilistic and combinatorial. ('rucial use is made of Grothendieck's theorem. The paper also contains a nice application to the behavior of the trigonometric system on sets of positive measure, generalizing results on harmonic density. Given a sunset B of the circle T of positive Lebesguc measure, there exists a sunset .at of the integers Z of positive density dens A -->0 such that

Ifl=du

>cUll;,

whenever the support of the Fourier transform )? of f lies in A. The matrices involved here are Laurent matrices. The problem of restricted invertibility is meaningful beyond the class of /p-spaces, as is shown in a separate section. However, most of the paper uses specific /,,-techniques and complete results are obtained only in the context of lp-spaces. Received October t6, 1986 137

138

O. Introduction

J. B O U R G A I N A N D L. T Z A F R I R I

Isr. J. Math.

The purpose of this paper is to show that, for certain classes of matrices acting as bounded linear operators on euclidean spaces or on more general Banach spaces, it is possible to find "large" submatrices which are invertible. In the present context, invertibility is not considered in an algebraic sense but it rather means that the inverse of the submatrix has a norm bounded by a constant independent of the dimension of the underlying space. Before elaborating on the precise meaning assigned to the expression "large submatrix", we would like to present two examples which illustrate well the concepts discussed in the sequel. Let {ei}',Lt denote the unit vector basis of the n-dimensional euclidean space I~ and define the operator S, : 12"-->1~, by setting S,,e~ = e,.~; I <= i < n, and S,,e,, = O. The operators {So}~ ~all have norm one, are nilpotent and, clearly, they are not invertible even in a purely algebraic sense. However, by deleting the last row of the matrix representing S,, i.e. by restricting S, to the linear span [e~]7%' of the first n - 1 unit vectors, we obtain an isometry whose inverse exists and has norm equal to one. Even more interesting is the example of the operator T, : l,"---~l~, defined by T, = I + S,. Clearly, IITo I1=<2 and the spectrum g ( T , ) of T, consists of the point h = 1 only. It follows that T , ' exists but, as a simple computation shows, HT2'II>=Vn/2, for all n (simply, apply T. to the vector x = E , - , ( - ly 'ej ~ 13). This situation is not satisfactory from an asymptotical point of view since

IIT°' II--'

as n Consider now the matrix corresponding to T. and delete the even-indexed rows and columns. The remaining matrix is actually the identity restricted to the linear span of the odd-indexed unit vectors and thus its inverse has norm equal to one. The important fact about both these examples is that the well invertible submatrix has rank proportional to the original rank, and the proportion remains fixed in a manner independent of n. It turns out that this statement is true in general. We prove below that there exists a constant c = c ( M ) > 0 so that, whenever T: l~--* 17 is a linear operator of norm _-<M with IITe, 112= l, for all n, then there exists a subset o- of {1,2 . . . . , n} of cardinality ]tr I => c n for which

for all {a~}j~,,. In the case when the condition I!Te, 112= 1; 1 ~ i ~ n, is replaced by

Vol. 57, 1987

INVERTIBILITY OF LARGE MATRICES

139

the existence of l's on the diagonal of T, one actually obtains a square submatrix of rank >_-cn which is well invertible. The above result combined with a theorem of Ruzsa [26] yields an application to harmonic analysis: it follows that every subset B of the circle T, which has positive measure, is a set of isomorphism in L2, for some family {e~"X},~A of characters with dens A > 0 in the sense that

**Ilfx 112- dtlfll2, ->
**

for some constant d > 0 and every f c L_,(T), whose Fourier transform is supported by A. Surprisingly, a similar statement for p > 2 fails to be true. Moreover, the subsets B of T, which have this property for some p > 2, are precisely those for which T can be covered, up to a negligible set, by a finite number of translates of B. Another application to infinite dimensional Hilbert spaces consists of the assertion that every Hilbertian system of normalized vectors in a Hilbert space contains a subset of positive upper density which is also Besselian and, therefore, equivalent to an orthonormal system. Similar invertibility results hold for matrices T acting on/X-spaces, 1 < p =< as bounded operators provided they have l's on the diagonal. In the case p > 2, this condition can be replaced by the requirement that II Ze, lip -- 1, 1 = i = n. For 1 =< p < 2, the condition ][ Te, -- 1; 1 =< i _-<n, does not even necessarily imply that T has rank proportional to n. This part of the paper is probably the most difficult. The invertibility theorem in the case 1 < p # 2 <oc has some' immediate applications to the geometry of Banach spaces. Namely, it yields the solution to two problems raised by W. B. Johnson and G. Schechtman in [13]. More precisely, it is proved below that any well-complemented n-dimensional subspace of L, (0, 1); 1 < p # 2 whose euclidean distance is maximal (i.e. _-> cn [1~p-I/21, for some constant c > 0) contains a well-complemented subspace of dimension k proportional to n which is well isomorphic to lkp. Furthermore, it is also shown that any system {fi}7 ~of functions in Lp (0, 1); 1 < p < % which is well equivalent to the unit vector basis of l;, contains in turn a subsystem {f~}i~ with proportional to n whose linear span is well complemented in Lp(0, 1). In addition to invertibility theorems for "large" submatrices of matrices that act as " b o u n d e d " operators on l~, we obtain some unexpected results for " u n b o u n d e d " operators, too. The extremal case of a linear operator T: l~"---~l 2 with ][ T II--< M, for some M < % and with l's on the diagonal, illustrates well this case. The columns of the corresponding matrix of such an operator T are

140

J. B O U R G A I N A N D L. T Z A F R I R I

lsr. J. Math.

elements of norm =< M in 17. Thus, by applying a well-known combinatorial result from [4] or [13], one can find a doubly-stochastic submatrix Sk of S = T - 1 of size k x k with k ~ n / M 2. In fact, one can even ensure that Sk has norm < in both Iik and l~. This would imply, by an immediate interpolation argument, that T~ = I + St is a k x k-submatrix of T whose inverse is of norm <=2 in every /~-space, 1 <_- r =<~. It appears that a somewhat similar result holds for any " b o u n d e d " linear operator T on l~ ; p > 2, with l's on the diagonal or with IITe, lip = 1, for all i. It is proved in the sequel that such an operator is invertible in the above sense (i.e. when it is restricted to a subset of the unit vectors whose cardinality is a fixed percentage of n) not only in l; but also in 17; 1 =< r < p, in spite of the fact that it need not be well bounded in all these spaces. For 1 < p < 2, exactly the same type of result holds whenever T has l's on the diagonal and 1 =< r <= 2. It is perhaps interesting to point out that the nature of the invertibility is not necessarily the same for the whole range 1 -<_r N 2. For p =< r =<2, one actually obtains a stronger form of invertibility, namely, a square submatrix which is invertible. In the range 1 =< r < p, as examples below show, this need not be true. The paper also contains a generalization of the results obtained for matrices acting as " b o u n d e d " operators on /~;-spaces to the case of operators on spaces with an unconditional basis. In this case, however, we are able to prove only the existence of well invertible submatrices of size k x k with k = n ~ ~, for any e > 0 given in advance. The next section contains some results of a non-operator nature. We conclude with some polynomial estimates related to some results from [15]. The results presented throughout the paper apply to real as well as to complex spaces and in most of the cases there is no difference whatsoever. The only exception occurs in Section 5 which is based on J. Elton [8] and, therefore, is valid only for real spaces. However, by using A. Pajor [23] instead of [8], one can also extend these results to the complex case.

1.

Operators on euclidean spaces

In the first part of this section, we present a theorem on the invertibility of "large" submatrices of matrices with "large" rows which act as bounded linear operators on finite dimensional euclidean spaces. In the second part, we prove a different version which applies to matrices with "large" diagonal. Actually, this result implies the one for matrices with "large" rows and, in some sense, is more satisfactory since it produces an invertiNe

whenever T: 1'. LEMMA 1. F/x 0 < 8 < 1 and an integer n.--. [] REMARK. l<=i<=k.1. Put k = rank T. c r') The proof requires some preliminary lemmas. rank T = n/t] rlle This observation should be compared with the estimate obtained for Io'1 in the statement of our next result. ll~=llZlG<=llZll=k. the dependence between the rank of the invertible submatrix and that of the original one is best possible in the former and much worse in the latter. The first consists of an inequality of Bernstein (see e. The estimate above is sharp.cn/ll Zlf" so that o. and let {~:. 1 <=i <.~. since the Hilbert-Schmidt norm IITII. . Then. I ~ ~i ( o 9 ) . for some integers k and m. [2]) which is quite well known in a more general form than it is stated here. s = tl ZllVk.3. 112= 1. O<=j<m.g. i. . . and T: 17--+ l~' is defined by Te~jk = e . Then Let T: 1~'--+l~ be a linear operator such that I] Te. l <=i <=n.}~ 1 be a sequence of independent random variables of mean 3 over some probability space ([1. 1~ is a linear operator for which NTe. e.> . Then the deviation D~ = {o9 E f~.8 n . 1 9 8 7 INVERqqBILI'I-Y OF LARGE MATRICES 141 submatrix of square type. l]2 = 1.1i.n.~. n} of cardinality I cr I >. PROPOSITION 1. However.7 / .2. THEOREM 1. i 1 which completes the proof..e./x) which take only the values 0 and 1. then. then there exists a subset ~r of {1. as is readily verified. rank T = hill Zll= > PROOF. rank T = k and IIZtl = X/re.2 . . Indeed. for any choice of scalars {aj}. 57.Vol.s of Z can be estimated by II Z l I . There is a constant c > 0 so that. . if n = k • m. we get that < n = ~ IlZe.

For each to E fl.n.(D~.-. Take 6 = I/8HTII: and let {~}'~'~.142 satisfies J.. = Te~ .x.~.~_~denotes the orthogonal projection from l~ onto [Tei]j~. n} of cardinality I cr~ I > c~n/tl TII'. Put x.i. . put ~r(w) ={l_-<j_<. J. In particular.7-.. Math.o. essentially speaking.2 .. p.. B O U R G A I N A N D L.such that Ilelr.4. then there exists a subset or.. taking only the values 0 and 1. There exists a constant Cl > 0 so that.(w)= 1}. I]. will be. = a2nllTII . i E o-. (to)d. where Ptr~.. . . T Z A F R I R I Isr. be a sequence of independent random variables of mean 6 over a probability space (fl. . The variables {sc~}~'_~will act as selectors and the set or.)lle< I/X/9-. /z(D~) =<2e ~'/~2a. LEMMA 1._ such that . one of the sets or(w). 112= 1. for a suitable choice of to E 1~. 1 <=i <=n. of {l. e. 1 <=i <=n. <(Te..IIrll f./:) _<-2e ~"'"' The next lemma will be proved by a probabilistic selection. In particular.. and notice that n I i=l T 2 = 8 £~ I1Pl. sc.. PROOF.l./z).s d/z <_.-a~-+-'~m. l~Daal2 i=l which implies that there exists a point too E f~ ~ D~. whenever T: l~--+ 17 is a linear operator for which II Te.

<. >=c2 ~... for i. and observe that = {i E o'(aJ. 112= 1. PROOF.<.5. .<. and also (by the choice of m) i ~ o-...... and thus the vectors ". <x.Vol. i..)1..n/3211TII 2..ll2---el. n} of cardinality ]~rzI ~ c.)112 > 1/2.... 57. Put o'. j E 0"2 for all {ai}.. = x. ui ) > ~..~:.e. we conclude that II P~.L~ . ..... l/'. and i•j.. i <-_i <=n.. ~ ( x . Let c~ and o'~ be given by Lemma 1. - Pl. then there exists a subset (r. I--< aen II rile -<. Then (xi.. . 1 9 8 7 INVERTIBll. and lm I . for i.. There exists a constant c2 > 0 such that. u. i ~ m.j E ~r. II i:'~t. ..) ~ '~.<Jl.n/IITIF so that I ~. ... j E 0"2 asTe.. II 112 l a. < i/x/2. I => an/4. = ":Ill ".'.~-. . and put u'.)ll'-<=aenllwll 2 i E o-(~g and i o'(o*01 = j~ I ~. [] THEOREM 1.)ll-~ < 211TIIW?/ ... In view of the choice of 8 made in the beginning of the proof.-. . and (x. ..) = 0../Io:l.t~ is a linear operator for which II re.(x.a I o'(.)->-8n/2.> = 1-II Pt..( x. u ' ) = 0.. It follows that 1= > II u'..ll2 satisfy (x. ) .l.. u'.-.ITY OF LARGE MATRICES 143 It P.)... (x. of {1. (<.(x. for i ~ m.. 41] Tile a I °'(<<'. I °'. i E m . j ~ (r~ and i / j..4..2 . whenever T: l~_---.~<~.<.L.211Wll'.)ll_. i ~ o'..

for any choice of {a. i =:() ' then there exists a subset crz of o-.) = i - 1 [] E (IbjF+ rg I)(x.. Kalton suggested to . there is an extension (e~). which belong to ~. and (e'.2 _= IC < 2(ej: /Crrl ' .=[gl.iE { . u.e. J. for each tuple (e. "IZAFRIRI Isr.~.2!"r/4.aixi. such that b~O'j=lbi[ and clO'. J. respectively (O'.. In order to complete the proof./1.}.2. jCo-2.. I/2. aix.ie'. with bj and c~ real numbers.) j C ~rz > 2 la. By a well-known result of Sauer [27] and S..1. and select signs (0')jE~:and (O'.)ic<!.. for all j E or:. . which belongs to 7. It follows that 4 V" . ' " Ie~...)je.. Consider now the sets of tuples of signs ~-= {(si)i ~. + 1}i'"[. We shall present now two versions for the completion of the proof of Theorem 1. Shelah [29] (see also [31]).. Then let (e'j). we can ensure that k =>_[cr~]/2 and thus I<~1 ~ c.~/211TII -~. if k satisfies I~l> Y. Math..~. of cardinality k such that.. N. j C ~r2 which completes the proof.~. BOURGAIN AND L.I}.: write ai = bj + ic. 2 Since ~ i L 2 i ~ <rt it follows that I g'[ ->-3.~. []>](~. After the first draft of the paper was written up.~). Z SiUi i @+tl <--2'.)u. In our case.)ic..be extensions of (O'~)ic~ :.144 J.r.

~ lb'. Consider then the set [1y.[ (r21/2 such that .112<c2/4 and 7'+' = {] ~ ~" . thus. Suppose that this assertion is false..2 will be c o m p l e t e d once we establish the existence of a subset cr of ¢2 of cardinality [ cr I ->.iXi such that IIY..j l2<1 and if I ~-. 1 9 8 7 INVERTIBILITY OF L A R G E MATRICES 145 replace the exhaustion a r g u m e n t . H o w e v e r . = Ej~.lk>_c2 a. 1/2 / /4... T h e p r o o f of 1. This is indeed possible and would shorten the proof. [2 = 1. ]b u 12= 1...I b~..l=->_ 1 with the convention that b~. I < Io-21/2 and.... b. a p p e a r i n g below as the first version..5.+.. then b u is defined only for . by a M a u r e y .i = 0 for those i and j for which it is not defined (notice that if j E ~ ' t . have all n o r m s equal to one. Put ~-~ = or2 and construct a vector y. if I t t+l I -> there exists a vector yt+i = E I ~2[/2 then jE'rt+~ bl+l.. < i Suppose that this construction stops after rn steps..Vol. for s o m e 1 < l < m.+. Let T: 17----~17 be a linear o p e r a t o r for which xl = Te~.2 (first version - an exhaustion argument).buxj. PROOF OF THEOREM 1..rm+.. 1 <=i <=n. ]]2< c2/4 but Ej~. the proof of the factorization t h e o r e m given in [22] is quite complicated and in o r d e r to k e e p the p a p e r as self-contained as possible.+.l< [¢21/2 stop the procedure. for j E (r2 .~'~+. 57.jxj such that IIY. A s s u m e now that we have already constructed subsets ~'~ D ~'2 D • • • D ~'~ with I~-.l b. for 1 =< i =< l.+. we have i=l ~ Ib. such that y. Ej~.+t 112 cd4 but "2 e . we prefer to give here a direct factorization a r g u m e n t which is a d a p t e d to the r e q u i r e m e n t of this proof and is very elementary.l=>[~rzl/2 and vectors {y~}t_.=X~. (Z for any choice of {aj}j . Let x2 and ~r2 be given by L e m m a 1.j [2 = 1. On the o t h e r hand. T h e n I'r.N i k i s h i n factorization type of argument..

On the other hand.l). J. the fact that m _->I (r21/2. Indeed. the inductive construction described above yields that i=l ~: Ib~j12---2. m>lo-~ll2.I ~ i=1 E E o'2 =1 j~aa-r~+~ i=l i. H e n c e . J. we have ). ~ (i=~1 \ m Ib..5..+l while.l~=m..l== i=1 Ib. for ] E rl .. for all j ~ or2... This estimate contradicts. TZAFRIRI Isr. I~r21>4m. [] . igtb.e..~+~.. 1 =< l <= m. Math. however.I~+ Ibt. this is completely clear if j E z.j12< 2.e.. by L e m m a 1.I=) 1/2 >_-• i=1 ~lb. BOURGAIN AND L. i c az i. m = 2 ]Xl i i<i:= I :i. we have i=1 Ib..2 ->V21o-~lj ~ ...= H o w e v e r . jEo'2 It follows that X/mlo'~l/2> E V2.146 1 ~ i <_.

thus..l. put o..a factorization argument). By Lemma 1.2 (second version . .. The operator U* will be a "good" isomorphism on that portion of ~r.= {j E .g.> IT. I ~ V2/I o-zI} and notice that. It follows immediately that U'x. IX~ 1o'. I2) /'k/2. ~ . This completes the proof since \ 1/2 1/2 ] 1~ i. its 2-summing norm satisfies 7r_. for any choice of {aj}j~.x. defined by De.(s*) and a diagonal operator D: l"~---~l~.~ la.Vlo_. i ~ or. we have K°ll.'--->X with II ull =< ~_../.a.I ~. where hj's are not too large.7).(S*) _<. =e. the operator S: X = [ x . [20] 2.b. Dualizing this factorization diagram. :(. [] We pass now to the study of matrices acting on finite dimensional euclidean spaces which have l's on the diagonal. . 1 <= i <= n. the constant of Grothendieck (see e. r~21o-.5. [-~=< 1 so that S* = U ( D ) .. ] . satisfies IIs II=< 1/c=.Vol.~o-I/Io-~l./A.Ko IIs*ll <=Kc. with EL~ [A. = Le.X/Io'2fl2) >=(. where K~ denotes.~2. 1 9 8 7 INVERTIBILITY OF L A R G E MATRICES 147 PROOF OF THEOREM 1.. as usual. Z j E o ' 2 ~ o" IA. Io-I> Io-~1/2.e. The dual S* of S maps l~ into the Hilbert space X and. 1 =< i =< n. By Pietsch's factorization theorem [24].. where D * e~ = Le~ . defined by Sx. we conclude that S = D*(U*). 1 <= i <-_ n. Let again T be a linear operator as above and x~ = Te~ . j~_~./c2.~ Ia. [. To this end. = e.~. 57. there is an operator U: l'.

. J.2 . then there exists a subset or of {1. . Theorem 1.im~n . c . we have -_<A - log(-//8" "I[ c II. then. .. ~ and ~ as above. c . Then. .6 requires some preliminary results which in view of further use in the sequel.e. . There exists a constant A < ~ with the property that. and take n large enough so that n'/" < 2. ~. there exists a constant d = d(M.e. . . e) > 0 such that. "Z.. The proof of Theorem 1.~..148 J. COROLLARY 1.2 .. where R~ denotes the orthogonal projection from 12 onto the linear span of the unit vectors {e. c. for any 1 < r <=2. . we have II~ c'~'[I. whenever n >=no and {~:~}~'=~ is a sequence of independent random variables of mean ~ over some probability space (11. 1 <= i =< n. . E 17 with Ilcll = 1. Fix r. . . there exists a constant c = c (M.(w).. .1). B O U R G A I N A N D L. PROPOSITION 1.. for any choice of c = EL. whenever n >-1/d and T: l~---~l~ is a linear operator of norm IITI[ < M for which the matrix relative to the unit vector basis has l's on the diagonal. 0 < ¢5< 1 and ~"e 2 <=3.. n} of cardinality It~ f ~ cn such that [IR~SR~ I[< e. . ~ 17 with c~ >=0. e ) > 0 such that. .6.}. then there exists a subset ty of {1. . . one can find an integer no such that. with m = [~/n]. whenever n >-_1/c and S: l~--~ l~ is a linear operator of norm IfS tl <=M whose matrix relative to the unit vector basis has O's on the diagonal. . <=& where r' = r/(r . . .. For every M < ~ and e > 0 .6 has the following immediate consequence. c .8. . = ( . For every M < co and e > O. n} of cardinality dn such that R~TR~ restricted to R~l~ is invertible and its inverse satisfies II(R~TRo)-'II< 1 + e. I~) taking only the values 0 and 1. .~(co)-. ~ I/m E CilCi2°°'Cim~h(IpI2"'"'lm)) ' I<il. are presented in a form more general than actually needed in this section.7. for any c =ET-t c.~(oJ)dlx(oJ))':" .. Math.. THEOREM 1. . . PROOF. ~ .i2. . T Z A F R I R I Isr.

that -<_n '/m • max k • (en6"/k) I~k<=n TM =<2m sup h(e6"/hT) ~. ira) denotes the number of distinct integers in the tuple (il. of course. Let (fL E. IX) be a probability space and (fl'. .) it follows..-the supremum on the right-hand side is attained for . log('v/6") " Hence..j}~. This principle can be found in literature. be a sequence of independent bounded random variables of mean 8 over (fL~.) = x. one can find a numerical constant 1 <-A < ~ such that ]l~. i.l[ i=1 ___A( m )) log(T/8 ~' ' which. Then. i2. for any double sequence of vectors {x~. which satisfies 1 < < 2 Iog(r/~r. PROPOSITION 1.Vol./x).~. for each 1 ~ k =< n. .i2 . For sake of completeness. Since. . . By using H61der's inequality in an obvious way.9 (a decoupling principle). mostly for symmetric matrices.. tz ') an independent copy of (~. we have } (. [] The proof of Theorem 1. . 57.. completes the proof.'. ). Fix 0 < 6 < 1 and let {~}L.i=~in an arbitrary Banach space X . tz).E. by using Stirling's formula. 1987 INVERTIBILITY OF LARGE MATRICES 149 where h(i~. .6 requires the use of a variant of the so-called decoupling principle. we conclude that where {~}7=1 is a sequence of independent random variables of mean &' taking only the values 0 and 1. . However.~ = h. we give here a proof of the version needed below. .

for each 1 -<_i ~ j ~< n. ~. put tr(u) = {1 ~ i =~ n. Hence. (o))~ (co')x.(u)(1 Hence.iI dp.Jlldtx(to) For each u E U.~(to)~(to)xol]dpt(to)<--_ ~ 20 ~r [I. J.}L~ are assumed to be of mean O. I<-4fuf.2j [ f . PROOf. = 4 f n ][~. {~:~}~.(to).. such that x. we have f~.~ ~.tl. Math.. by taking the expectation with respect to the subfield generated by {~(~o)}. for eachfixed u ~ U.150 J. BOURGAIN AND L. Then.'(to')dp. 1 <= <=n.).'~'(~)~(c°')x"'l dl~'(~')dlz(~°)du(u) which implies the existence of a Uo~ U so that.m we get 1~4f.. 0-//. we have i ~ ~[~_. II~. TZAFRIRI Isr.)are independentfrom {~i}i~(. In.~..~. with the notation tT(Uo)-. We shall prove first the statement under the assumption that {~}~'_~ are all of mean 0.}L~ be a sequence of independent random variables of mean ½over a probability space (U. since {~. On the other hand. n.. rlj(u))du(u)=].~ in ~ and . (~o)~ (to')x~.u) taking only the values 0 and 1. Let {'O.~ ~. rl~(u)(1-*b(u))du(u)] ~(to)~(to)x~.).i]l d/z'(~o')d/z (~o).~.~ = 0.(u) = 1} and note that ic~r(u) j~c~(u) However. r/..

10. of S. so that R.j~--1'` (¢°"x"ill d/'t'(°)')+ 482 li.[[ dtx(to) By introducing inside the expression []E~. There is a constant D < ~ with the property that.i~--.i=~ be so that Se~ = ..SR~ would have small norm when it maps I~ into I~'. in E'... PROOF.2.(to)~(to')x. the result is presented in a more general form than needed. 11.4~.. 57.[] the expectation with respect to p.6 is given in the next proposition.. we obtain that l 1' i.i)7. ~. Hence. 0 < 8 < 1 ] •]]x lip.'.Vol.j= 1 We pass now to the general case where {~:~}~'-olare assumed to be of mean 8 > 0. n} of cardinality It[ = m =[6n] for which }]R.'`(¢0 )x"/ll d/x (o/)+46 fn' Ili.8)(~J(w').. Again.. whenever 1 <=p <=2.(~'(w)..~./.. of size proportional to that of S...)~. where we show how to select a submatrix R~SR. then there exists a subset r of {1.x ]]... or with respect to /z' or with respect to both /z and /2. [] The main and the most difficult part of the argument needed to prove Theorem 1.. (e'¢w)-8)(e'¢w)-8)x"'[I s f. 1 9 8 7 INVERTIBILI'I-Y OF LARGE MATRICES 151 {~/(o)')}i~. we check easily that J exceeds each of the last three terms in the right-hand side of the above inequality.x"'[I 10.=.~-. whose matrix (a~.t'(to')dtz(to)+ aJ -<7J +46 fn Ili.¢.. and let S and (a. ~. for any 0 < 8 < 1. Then I<=~ qt.. in view of the result proved for random variables of mean O.. Fix l < p = < 2 . n >=n(8) and S is a linear operator on l".SR.j=l relative to the unit vector basis of l~ has O's on the diagonal. one canfind an integer n(8) so that.(to)x. we get that I <=4 ~. PROPOSITION 1.6)x'41 dl. <=D ]]S }] for any x @ 1~.

.d'(to'.i(to')ai'iei@e' ] d/x(to)d/'t'(to'...~ where. . "[ZAFRIRI Isr. BOURGAIN AND L. <= l}.' l ft £ II l' iGr(~} j=l 2~i(to')¢.e~@e. J..2.. for each to E fl.3./~).+4Oa""llSlle ~'"".(to) = 1}. Let {~:. into itself. n} of cardinality Irl = m. take e. ET=t a. III w III --< 2a '"tl wll.9 and get that I=~1 ]l]i. For a linear operator W on R".£'.:. ~:. Math.}"_~be a sequence of independent random variables of mean 8 over some probability space (ll.. the subset f i = {to ~ n . Since a. By Lemma 1.[lldlx(to)" Fix now a subset "r of {1. .. . so that ] ~ ( r ) ] =< (2/e)"' = 4"./.. £.152 J.e.n} I(r)+4(18 "°llSlle :rl=m where l(r) = £1 II~j~J(w)a~.@e. we shall put lit w III = sup{m where again p ' = "~1IWxll./z') be an independent copy of ([1. . r(to) = {1 ~ i ~ n .. for any such W.~. we can use the decoupling principle Proposition 1.ie~. Ilxll. Id(to. Note that.~'~i(to)el(to)oi. p/(p- 1). and let (fl'./x) which take only the values 0 and 1.". Thus J.. 1 _<-i -<_n. 1 < i <-_n. _-<40 sup "rC{I.iei@e*ll]dla'(to) <=20£r ~1 II1.<~-. I r ( t o ) l _->2an} of [1 has measure _-<2e ~.~ = 0.2 . e =2I and choose an e-net ~ ( r ) in the unit ball of Rd.g. x e I. where IIwll denotes the norm of W as an operator from l~.

Hence I<=40D.e.~('r. for a suitable constant Do..x=~b.2. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 153 Since any vector x in the closed unit ball of can be expressed as a combination x =E~=~Ajxj with xj in .e.j E r ( ~ .l"p 12]~a..~. by using Proposition 1.....max {11~ c4 '~ -.llSll ~. for all j.'" .. provided n is large enough relative to 6 as to ensure that Since m <_-I r(w..E. x = ~ b~e~E~(~-)} d/x(to) /=1 " : i~T '/P'~. we get that I(~-) _-<O. independent of p and n.~(~') and Ai=>0.e.IJS[I (l o g ~') '~' +403 • '/ellS lie """) from which we derive that there exists a point ~o. .=~t. N 2 m "~'{. } j=l Thus. 57..8 with y = 6 and r = p. As in the case of Theorem 1.S c. it follows that I(~-)_-<2m '~P'f max <2m R. Eff(~-.] m /=1 .~(~-.6.@e.~a..e. c.. m =< 2 ¢~(w)<=36n/2} i=1 such that 1 Z a. [] We are now prepared to return to Theorem 1.. in the set D={oJ C O .. .b. such that E~=...jb~] ~i(w).. ~ ". b .. Aj = 2.) which has cardinality m. .ll S I1 log ( ~)'" ..'x=~b.Vol.max{ .i ~41D. there are two ways to complete the proof: by an exhaustion argument or by a factorization method.~. ( ~ ' ~ { [ ~ [ ~ a . ~i(w)[". PROOF OF THEOREM 1...)t _-<3t3n/2 we complete the proof by taking as r any subset of ~-(oJ(.6.t~l. o ) log ~)'" ( .})''dlx(w.

Szarek kindly brought to our attention that B. B.. n >_-n(3).. and a diagonal operator V: 17-*l". Kashin proved in [151 results of a somewhat similar nature to Theorem 1. by using Grothendieck's inequality and Pietsch's factorization theorem.e. (1) S. IL< e.2 . then.mllog(ll<3) i=l so that W* = U ( V ) . B O U R G A I N A N D L. that there exist an operator U: l~---~lL with IIU[I<=I. I ~ 2 K c D IIs and note that IIIX/iog(ll~)) l~l _>-n ( 1 .' into 17. if e > 0 is given and 8 is taken small enough as to ensure that 2KGD [IS II/Vlog(l/~) < ~. there is a subset r of {1. with Ix. II R:SRo II ~ 2KoO 11s IllX/iog(l/8). considered as an operator from l'. . we have IIR. The starting point is Proposition 1.x 112 =< (mLx I A.WR. The proof is very similar to that of the factorization argument used to complete the proof of Theorem 1. n}.V* U*R. Therefore. Since W* maps l"~ into l~ it follows. for any 0 < 6 < I. .x t1==<2 K~D II s I1 IIx 11_4Vlog(l/~). .10 which asserts the existence of a constant D so that. Kashin shows in this paper that. Set tr = (1 ~ i ~ n.. I-~=< (KoD IIS II) -'. whenever S is a norm one operator from l~ into IT.154 J. .. 1 -<_i _<-n. where V*e~ = A~e~.2. S.6.SR<.. we conclude that W = V*(U*). 1)' II u * i. 1 <=i <=n. [] REMARKS. R. . .x I1-~= IIR. IIR.2 .. for any x C l~. . m} of cardinality I c r l = n such that . We shall present here only the second alternative. Furthermore. Math.SR. with ]~'1 = m = [Sn] for which W = R._.. S.8/4). defined by Ve~ = Le~ . has norm <=D IIS II(m/iog(ltS)) '12. then one can select a subset tr of {1. J. T Z A F R 1 R I Isr. indeed. By dualizing this factorization diagram.I A.x 112= IIR. .SR.

for any subset B of the circle T with u(B) > 0.. yields that the matrix corresponding to the operator T*T has l's on the diagonal. with I~l _->dn 2/3. v) contains no function vanishing a. for some d > 0). one can deduce it from his theorem provided it is used in conjunction with the decoupling principle and other arguments given in Proposition 1. Schachermayer. . 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 155 IIR~S ]l ~< B(log(m/n)) -w'..g. Recall that.). Quite surprisingly. Ball and the second-named author obtained previously (unpublished) some weaker version of Corollary 1. In Section 8. The notation related to this notion will be the standard one. interesting when m is much larger than n. . the circle is denoted by T while v stands for the normalized measure on T.6 is of the form I~r I => dne-ll-rl~. of the sequence IAn/a. ~).2.. v) by L~(T. (3) Theorem 1. For 1 <=p =<~ and A a subset of the integers. for all 1 =< i =< n. This follows from a characterization of those subsets B of the circle which have the above property in L. for a suitable B < ~. n n :1.for a suitable d > 0. the dependence between the cardinality of o" and the norm of T that we obtain in Theorem 1.6 directly. Applications to harmonic analysis and Hilbertian systems The natural extension of the notion of "cardinality proportional to n " to an infinite setting is that of positive density or upper density. (T. we shall denote the closed linear span of the characters {ei"~'}. (2) K.. there exists a subset A of the integers of positive density such that LA(T. We start with a result which asserts that. This result solves a question raised by W. .. nit.Vol. This... If dens A = dens A then their common value dens A is called the asymptotic density or simply the density of A. . is much worse than the estimate given by Theorem 1. of course.6 implies Theorem 1.e. of course..10.~A in Lp(T. 57. However. for a set A of integers. p > 2. 2.. we shall present some improvements of Kashin's results.7 (e. However. .2. Throughout this section. The first part of this section is devoted to the study of some questions concerning the characters on the circle. This result is. the upper density densA and the lower density densA of A are defined as lira .2 . on t3.2 since I] Tei ][2 = 1. respectively lim_m . the situation differs completely for p > 2. Kashin's theorem does not seem to imply Theorem 1.

Let T be the operator acting on L2(T. By Theorem 1. we introduce the following definition.. u) which is defined by T(f)=f. T Z A F R I R I Isr. there exists a c > 0 such that.1. there is a subset or.2 lacks content.v). More precisely. THEOREM 2. PROOF. )lftl >= IIfx. In order to simplify the statements of some of the results presented in the sequel.W). . lip >= d whenever f E L~(T. whenever f ~ L2(T. 1 _<-p < ~.find a subset A of the integers with dens A => cu(B). whenever the Fourier transform of f is supported by ~. I _-> cn/]l T lie i. for which Hx~f][2 >~c k/u(B)llfll2 .2. for some family of characters of positive density if there exist a constant d > 0 and a subset A of the integers with dens A > 0 such that II f ' x . for which .. . The last part of this section contains an extension of the theorem in L2(T. there exists a constant c > 0 so that. A subset B of T is called a set of isomorphism in L . Itf 11-. otherwise. . 112--> c. for any B C T. Ilfll. n} of cardinality Icr. . .. whenever the Fourier transform of f is supported by or.. Theorem 2. and note that II T]I = 1/k/u(B).). for some family of characters of positive density. fEL2(T.2 . v. Every subset B of the circle T of positive measure is a set of isomorphism in L2. u) to the more general case of Hilbertian systems. one can . for each n. of {1.2. Math. .-o11 = . v). Consider now the family 2( of all finite subsets cr of the integers for which IIx~flt2 ~ c Vv(B)IIflI2. J.. Suppose that u(B) > 0. 2> c n e ( B ) I. The family 9~ is . B O U R G A I N A N D L.x~/~/v(B). DEFINITION 2.156 J.

(Y()= max{ I o" N{1. if and only if T is the union of. e > O. The use of Ruzsa's result to pass from the finite setting to a density statement was pointed out by Y. . Our original proof yielded only upper density. [] REMARK. This is an immediate consequence of the following result. for every cr ~ Y(. This. There exists a constant C < o. for all n.finitely many translates of B. <= llflt. (YC) exists since {d. Let p > 2. i. 1987 INVERTIBILITY OF LARGE MATRICES 157 homogeneous in the sense of [26] Definition 3. (x) = f ( x + t) denotes the translate of f by r PROOF. it can be approximated in the space A ( T ) of the absolutely convergent Fourier series by functions which vanish in a neighborhood of x = 0. A subset B of T is a set of isomorphism in L. For each n.Vol.2 fails for p > 2 . More . lt.1. there exists a set A of integers whose finite subsets all belong to ~ and densA = d(Y(). i. F is a subset of integers for which I1 .e.e j~ is a function of spectral synthesis.3. whenever t ~ T.. The proof of T h e o r e m 2. 1 =< p < ~. u). where ~. (. Z. up to a set of measure zero.. such that. Ruzsa [26] Theorem 4. by I. then LEMMA 2. put d. THEOREM 2. . we easily conclude that d ( ~ ) > cv(B). Peres. Recall the classical fact that 1 .~)}~=~ is a non-increasing sequence. n}l/n. Theorem 2.f. Since clearly ~r. or E Y(} and note that d ( Y ) = lim d. all the subsets and translations of o. .2 .4. completes the proof in view of the definition of 9t. for some family of characters of positive density.e '"' I < e if n E F and f E L~(T. Now. 57..3 requires two preliminary lemmas.e. of course. E Y(.. . II f . As we have mentioned above..belong to Y(.

f(n)e'"'x÷"'l. and (ii) I[1-e '~ .. e.p j n~l" =< ~ [a.e 'x 1< e. LEMMA 2. for every e > O.< C~. lllf. precisely. aje ~J~.e'"')e'"X l[p :ll ~_~ a. Fix 7 > 0 and a positive integer r. BOURGAIN AND L TZAFRIRI Isr. and let B be a subset of the circle T such that v = (B+&) <1. [¢I<CE. w h e n e v e r x E T satisfies I 1 . Fix now t E T and e > 0 . imply that if we put +~ 1-e'X-F. we have I[£ .(X)IIAcT. originally due to N. v). f u r t h e r m o r e . can be found. aje " . J.~.F. Then. that +~ 1 . in [161 .~. Wiener..5.(x) then = ~. one can find a function F. llp : ]1S'. for every f E L r ( T . E A (T) for which (i) F~ (x) = O.. .e~"' [ < e .g..e ~x I < e. there exists a constant C < ~ so that.f. w h e n e v e r 1 1 . Math.f(n ) ( 1 . T h e a b o v e properties of F. and let F be a subset of the integers for which [1 . A simple proof of this assertion. and.llP [] < ccllfi[l~. n E F.158 J.e'X = ~.

(vCl~.('f)=v ( I fq U ( B . i E~h Hence 3' > rain ~ j ( t ' ) ~ rain max 2'v((J + t~)n B).find a dyadic interval J so that v(J)=2-' and v((J+tk)fqB)<3". one can find a dyadic interval I(7) so that q~.2 '. for every sequence {tk}.. [.7~(t-) < 3'. = U I. can be split into a union. [] .. }~=~so that min ~. Furthermore. we put q~.~h~r which clearly completes the proof. Then there is an integer I with the property that.~Ct)-.) in T' and any dyadic subinterval I of T.._~ of points in T..))~o. We need first some additional notation: for any vector . z. l~h~H (7) < 3'. for some positive integer l(h).k <.t. .. of length 2 -t and ~. Suppose that P ( / h ) = 2 -I(h)../[=2 I !Jl=2 t I. one can . since T' is compact and. for any [ E T'.~. 57.=~ in T..~}. . for all t E T ' . PROOF.. .. .Vol. 1 9 8 7 INVERT1BILITY OF LARGE MATRICES 159 for any choice of {&}.Ea.l(h)..r. 1 =<h =</4.. and let l be any integer larger than maxt~. It follows from the Lebesgue density theorem that. .t k k=l v(I). one can choose finitely many dyadic intervals {I. for all 1 -<_. Moreover.)Iv(l. for each I as above. ¢i is clearly a continuous function. Each of the intervals I.(f). t. ~ lET'. iEAh of mutually disjoint dyadic intervals {I.=(t~... the assertion remains valid if I is replaced by any other integer larger than it.

.)E T" ". consider the group homomorphism ~b: Z--~ T". u). II.m-Ilfx.. jEA. for any function f E Lp (T. Then. .. J.. i.e.n& . . PROOFOF THEOREM2. where Fi={nEZ. for each j E A. The fact that A(s) is of positive density is a consequence of the compactness of T" which implies that the range of @ can be covered by open sets of the form Gi={. II. defined by 41(n)=(e'".~:(x.. and the proof of the "if" part will be completed provided we show that d e n s A ( e ) > 0 .e ~"~ .. take e = 1/2Cm and put A(e)={nEZ. .. However. with A being a finite set of integers. as is easily verified. + k~I IIf..) E Gj}. --< m IIfx. nt.(nt. M a t h . This implies that dens A ( e ) > 0.. the set Fs is a j-translate of A(e). then Ilfll. .x2 . This yields that z=U j~A r/. To this end. jEA. x.4.e.~max [e"'~-e'~l<e } ".. max In view of Lemma 2. 1Ifx. + Cm~ Ill II. i.~ lip -> ltf 11.f. u). . B O U R G A I N A N D L. =<k=l IIf.--k ~. whenever f E L~")(T. T Z A F R I R I lsr. II.. Z is a finite union of translates of A(e). thus completing the proof of the "if" part.160 J... .~ Let C be the constant given by Lemma 2. nEZ.. t2m.3. we have tlfll. x.ll..4. . --.. Suppose first that B is a subset of the circle for which there exist points {&}~'=~ on T such that v U (B+tk =1. . ei"'~). .

. and. . v). For each 1 =< k <_. of 2 -t ' . . w h e n e v e r x @ Wk.={nCA. that lip=> f ~ L~(T..5. put l<-k<=m. m = 1.m.2 . Hence 2. . and let I be an integer satisfying the assertion of E e m m a 2. and choose a maximal system {tk}7=..+2 IA. we assume now that B C T. 2 -' -s > r "2 ~-~. for any choice of {tk}~'=~ in T.IA.2'.Int<=2 has cardinality I A.F ( x ) l >-r.] > c • 2( Consider now the function F(x)= ~ n EAIb c2p/r" 2~3. and (ii) [IfxB c Ilfllp.2.12'r. we have [ F(x)[ _>-]F ( t ~ ) ] .. r = [29/r31 + 1 and 3' = the set A. 7.I=L k=l ]F(x)12dv>=mr3.Z le'"'k-e'"~I n~Ao => r " 2' .Vol. and note that. A C Z and c > 0 are so that (i) dens A > c.] F ( t ~ ) . Wk ={x @X. xET.-s}. m o r e o v e r .t k ] < r'2 . and so that '} e '°" . 1987 INVERTIBILITY OF LARGE MATRICES 161 In order to p r o v e the coverse. for the a b o v e values of r and T. . ~' U (B+tk k=l <1. . T a k e r = (c2/2~3) p/~p 2~. I x .s e p a r a t e d points in T such that ]F(tk)l>=r. 57.2'.

l... by the maximality of this system.r. from which it follows that m ~2~.. e. Math.t)} < r" 2 ~.2 -t-"'. 2 <. by H61der's inequality. where p' = p/(p . + (ry)l'"). 2 ' . v). for all 1 <_-k -<_m.I%"2-1 <_ . then x .1).e.2 ~ ']. On the other hand. ~-~('rl-2/p + (ry)l/P)" 2t/"'+2. J. (x)[ < r . which. we obtain c 2 < 2'2(r '-2'. Put m V=T- I. i. iF.. "XBH. which. 2 t.. whenever x ~ V.p-Z. we get that Ao c2-1°<2-'-1°[Ao1< ]I ' F(x)dvI<=IIFII. It follows that IIF`x. --<][F. + m IA.o] then. if J denotes.5. I1~<(. 2"" 1>~.t is 2 -~ 1-separated from all the points {tk}r=. yields that c HFII.... the interval [ . 2.IJI""'<IIFII.'. there exists a point t ~ T such that v((I + t + tk)N B ) < y .-2 ". by Lemma 2. r .l + m lA.J ( I + t + t k ) k=l and note that the translate F` of F satisfies <=fv [F`(x)t"dv + mllF`ll~" Y" 2-'" However..2 -~ ~. This means that. implies that . 2')" 2 f.y 2 . IA~. I F(x .162 J.g.3 < r. v) C LpA(T. (x )12d..-2. IF. by (ii) and the fact that F ~ Lp (T. where I denotes the interval [ . <__(r p 2 + m y ) . in view of the fact that r ~-2/" = c'-" 2 -13. Hence. By combining these inequalities. T Z A F R I R I Isr. B O U R G A I N A N D L.

If the reverse inequality holds. is bounded.}~=.~A is Md-~-equivalent to an orthonormal system. we point out another way of expressing the fact that the operator T. There is a constant d > 0 such that. for some M < ~. DEFINITION 2. THEOREM 2. n E Z. [] COROLLARY 2. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 163 c'-" 2 -'~ < (r " "y)~/~.}~=. for every Hitbertian system {x~}~=~ in a Hilbert space X with constant M. A normalized system of vectors {x. is a Besselian system.2. there exists a set A of integers with dens A => d / M 2 so that {X. then its closure B has non-empty interior. . if \ 1/2 II again. satisfy the estimatd for any choice of {a. for every choice of {a. for each p > 2. In particular. We return now to the study of systems of vectors in Hilbert space and present a generalization of Theorem 2.6.~A is also Besselian with constant d-'. This contradicts the choice of % thus proving the converse.e. This leads naturally to the notion of Hilbertian systems. for some family of characters of positive density. However. First.*~_~. COROLLARY 2. defined in the proof of Theorem 2.Vol.7.2 can be extended to any Hilbertian system in an arbitrary Hilbert space.9. Namely. If B C T is a set of isomorphisms in Lp .}~=~ in a Banach space X is called Hilbertian provided there exists a constant M < ~ such that for any choice of {a~}~=l. 57.}.}. then we say that {x. {X.}. p > 2. There exists a subset of the circle with positive measure which. It turns out that Theorem 2.. is a set of isomorphism for no family of characters of positive density. instead of positive density we can prove the corresponding statement only with positive upper density.8. it can be asserted that the vectors q t (x) = x~e~"X.2. i.

Let c > 0 be the constant given by Theorem 1. B O U R G A I N A N D L. and.(um)ll rn=l lln. Since w-lim. Then we choose an r2 > r~ so that I[xjb-q2+t ~... for all k .....}~=~ is a Hilbertian system with constant M < a¢ can be translated into the fact that the linear operator T on 12. Put q~ = 1 and choose r~ so that I] R'... for which ilR . Note that since. we shall suppose that the underlying space X is 12.. Let {e.}7-~.. It follows that we can find a q2 > q~ so that ]In.. c. two increasing sequences of integers and IIR'. II < for all n. IIR. For simplicity. = 0 we can assume. = Zj~. hence... be a sequence of positive reals such that "r = r < c2M. The hypothesis that {x.}~=. This would imply that we have k = Y.2 and let {~'. of mutually disjoint subsets of the integers and a sequence of vectors of the form u. has norm --<-M.2/2. for some a > 0 and all m._~ u.]7=~.. Flxjli-q. respectively [e.164 J.}7. Math. .]7=.~ []<.}7=t and {r. = x .~t. be the orthogonal projections from 12 onto [e. II < 'q/2..}7. < Pl~.+~ .ilJ -q2+ Continuing so. R" {q. / We shall now construct two increasing sequences of integers {q.=..(um)ll= = ~. J. PROOf.}~_~ in the following way.. .+. T Z A F R I R I Isr.=~ is an orthonormal system.s . otherwise... by passing to a subsequence if necessary. we construct. that {u.xj so that IIum I1== I but IIn. and R'.}'~=~ denote the unit vectors in 12 and let R .1.. one could construct a sequence {rl.+~. contradiction.}~=t and {r.ll .. by induction. defined by T e .. for all n.

.}~_~.o .~ a. :j . 2 . c o m p l e t e s our proof. ..~=~IIj ~o ajxj[z . Furthermore. fix 0 < a < ~ and consider the vectors f. c of {aj}7=l such that = 2q. =c(a)e~"~/txl~.ll: > 2 = 2 >--c2 ~ E [a. of course.ll: It follows that + (S + c/2f..II(" = . Z~. Consider the set A = O~=1 o'n and o b s e r v e that. E~_.e. It follows that there exists a subset ~.... S ~ (~/3 . j~o'... Indeed. i.. for each n.. } l > l ~ o l > 2q. [] It is not true in general that. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 165 Fix now n and apply T h e o r e m 1. ) y~ ~'x'll~-o~.... I_> cq. 2q.. = 2 M 2 ' for any choice densA>-c/2M 2. y a'~'ll~ >=( ~=~II(R..VOI. . + 1. of {q. In1=0. l aj 12= 1. .. for any Besselian system or even basis so that {X..e.~ II(R . 2 --II. a. we have t A n { l . + 2 . .1)c/2.-R. 2 q . Z ("'--" . ~ R '..} so that I.. 57.) ~oa. q.~= "r.2 . REMARK. .. x.. .~A is also {x.=.x.= . there exists a set A of integers with d e n s A > 0 Hilbertian.x.ll.}. This. ../M 2 and for any choice of {aj}j~.]2-T2M2 n--1 jean > 3c2/4. l..2 to the o p e r a t o r Titejj~".r. + " ' " t) j~o-.) j ~. i. we have jEo'.

contains a square submatrix of rank proportional to n (the proportion being determined by the norm of T) which is well invertible. that c(°~)A/3'/2-~ k"<= M.-spaces. .2 . 7r) (cf. JZAFRIRI Isr. It is known that these vectors form (under the above condition that 0 < c~ < I) a conditional basis in L 2 ( . is contradictory if k is sufficiently large. 3.r r. . Math.a ) which. Then. of course. c(a) is chosen so that the norm of f. for all n. . see also [20]). [1]. for some M < ~ . k} satisfies ]Ak ] > Ak/2. J. in L2( . [4] and [13]) though not exactly in the formulation given above. essentially speaking.111 \2(1 a) It follows. . .166 where J. 4(1 .+~_~ is clearly Besselian. The cases p = 1 and p = ~ are. T a k e /3 = A(2-a)/4(1-a) and choose an integer k for which the set Ak = A N {1. for each row.~. Operators on /'/.}. by the Cauchy-Schwartz inequality. by taking into account the choice of /3. we have that On the other hand. 1 -<_p =< The main result of this section asserts that any matrix T with l's on the diagonal which acts as a " b o u n d e d " linear operator on l~.}.(x ) dx>=c(a)[ d{] n x ~ lldx (Al3'-'k'* f~/ksin(nx/2) ) >=c(a)\2(l_a)-2 ~ . I nEAk .~A is also Hilbertian with constant M. Suppose now that there exists a set A of integers with A = dens A > 0 such that {/. ~ ) is equal to one. The proof in these two cases uses a combinatorial l e m m a which asserts that any n x n matrix contains in turn a submatrix of size proportional to that of the original one such that. BOURGAIN AND L. for some 1 <= p <= and some n. xo dx \(1 -a)k'-" _ y. The system {f. the sum of the absolute values of the off diagonal elements is reduced to one half of what it originally was. f. known (cf. The case p = 2 has already been presented in Section 1.

as above). 1 < p < 2.Vol. onto a well-complemented Hilbertian subspace of maximal dimension. e ) > 0 such that.SR IL-<-. We prefer. COROLLARY 3. then there exists a subset ~r of {1.. TR. the invertibility results hold also for matrices with "large" rows (rather than "large" diagonal. restricted to Rfl"p is invertible and its inverse satisfies II( R. . Johnson and L.2 . . where R. For every 1 <. In this case.4K . i. PROPOSITION 3. Also. Ko denotes the constant of Grothendieck. there exists a subset rI of {1. .2. of norm II rll <= M for which the matrix relative to the unit vector basis has l's on the diagonal. of order of magnitude n~-/P'.2 . is given by the natural projection from l~ . M < ~ and e > O. The proof of Theorem 3.1 requires some preliminary results. For every 1 <=p <=~. to give a direct proof based on an exhaustion argument. . n } of cardinality I ~ I >=cn so that IIR. . II < e. whenever n >=1/ d and T is a linear operator on l. . 1987 INVERTIBILITY OF LARGE MATRICES 167 In the case p > 2. 57. .. n} of cardinality ]cr ] >=dn so that R~ TR. Jones [14].3. M. . however.1.1). we shall denote the norm of an operator S on l~. e) > 0 such that. in fact. M.~ denotes the natural projection from l.:. We begin with our first result. by 11Slip. o[ norm ]1S II <=M [or which the matrix relative to the unit vector basis has O's on the diagonal. .. M < ~c and e > O. This result is. As an immediate consequence. p' = pl(p . whenever n >=1/c and S is a linear operator on l~.. An example of when the rank is as small as possible. . In order to distinguish between the different norms of the same operator. we obtain our main invertibility result. then there exists a subset o~o[ { 1. This is no longer true for 1 -<_p < 2. B.-space is also bounded on 17 provided that it is restricted to a suitable set of unit vectors of "large" cardinality. a direct consequence of a theorem from W. ) '[I < l+e.. For every 1 <=p N ~ and every linear operator S: l~--~ I~. .. . n} such that 1771>=n /2 and IIR. . The first asserts that any bounded linear operator on an l'~. IIS lip.TSR. there exists a constant d = d(p. }i. onto the linear span o[ the unit vectors {e.e. there exists a constant c = c (p.2 . THEOREM 3. as usual.p <=zc. the rank of a n × n matrix with "'large" rows need not even be proportional to n.

as in the exhaustion arguments presented in Section 1.Y~ i~lb. then the set 1 _-<i _-<m.~iSyi 112> and vectors {y. ll2--1. J. However. we pass to the adjoint S* of S. ll~. and. otherwise. . We first observe that it suffices to prove the result for 2 < p-<_ since. is of cardinality Irm+~l < also that n/2 (with the convention that b~. IIp..~= 0 when ]ff r~).l'<=2. in l~ such that Ily. the above procedure yields that e. b~. TZAFRIRI Isr. 12 2 --< n i/~-~/p Sy. ll S ll~n ''~-''~ Ll(aly. . = Y. y . i=1 Ib.}?_.. we can construct subsets rt D r e D ' ' " of {1. ]rml~n/2 ][g. 4KG ]]S lip.14) with the convention 1/p = 0 when p = m.. we conclude that ..jej . it follows that \ 1/2 = ISy. therefore. Math. for all 1 < j =< n. PROOF... = yi.. n} with R . . Dr.2 . and if y. Note m=21ly.. .=~ ( ~= l b.t2>=n/2. BOURGAIN AND L. Then. . Suppose now that the assertion is false for some operator S: l~--+ l~. 2 P <=K~.f.j~. -> =l i--I ]~'rm*l By using Grothendieck's inequality in the form presented in [17] (see also [21] 1. l: P = Ko l' S IIpn"e-'/P ll. 1 <=i <-_m.168 J.

Vol. .n/2 and IIR. I~ I = hi and let {so.4K6 IIs II. with we have J= 1 max <= / ~lc. PROPOSITION 3. n} such that I rt I >-.2 . . .4. n} of cardinality I-Ol = [~n]. if x @ 17 has support of cardinality <-_[82n]. . There is a constant K < ~ with the property that. then there exists a subset "Oof {1. Then. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 169 which is contradictory. ~ c {1. there exists a subset rt of {1.E i=l c. 1 < r < 2 and S is a linear operator on l"~. [] Proposition 3. . . .2 . -<. liSx I1. .c = c~e~ ~ }).. . such that t ~(<. COROLLARY 3. for any 0 < 8 < 1/e "2. For every 2 <-. .}7 ~be.(o0. .5. . . . one can find an integer n ( 8 ) such that.2 . .)1--< Put ~= (2/~) ~ = 4". for which IIR~Sx II..4 cannot be improved beyond the range 2 -<_r < p or 2 _->r > p => 1.~(~r)in the unit sphere of [Se~]~<. .m i=l rn i=l . --< K(82nl( r' .r < p or 2 >=r > p >--_l and every linear operator S on Ip. whenever n >=n(8).. U { ~ ( < . Fix & r and S.. and put h = [~:n]. This fact is illustrated by two examples which will be presented in Section 5.. l~.2 ) ) ' " . considered as a subspace of 17. as above. for each subset ~r of {1. II. n}.3 together with the Riesz-Thorin interpolation theorem yield immediately the following result. Corollary 3.¢= .E~g i=l } dtx(~o) I c.2 .SR. PROOF. n} of cardinality Io'l = h. 57. Then. take e =~ and select an e-net . as usual. . a sequence of independent random variables of mean over some probability space ( f L E .e. ) . / x ) which take only the values 0 and 1.

. . M) > 0 such that. whenever 1 < r < p < 2 and S is a linear operator on l~ of norm [IS lip <=M whose matrix relative to the unit vector basis has O's on the diagonal. = 1.. "I-ZAFRIRI Isr. l ~ ( to. Math. . depending only on r.of { 1 . ~(o9.6.) = 1} which has cardinality [8n/2] (note that 171 8n/2).) <=2AeS( g2n /(r' . + Itx II. Observe now that one can find a point ¢o.{1 <= i <_. . for all x ~ [e. Consequently. However. .rl = [6dn].Sx [l. J -< I q3 II/"a ( ( r ' . J. in l.). m (r'-2)log(lla)/ ' ~ n for any choice of c = '~.. Sn/2<-. .n with I[c II. The proof can be now completed by taking as r/ any ~n subset of 7 -.oSR.2 )) '/''. i.2))'"'. there exists a constant A < ~ so that i=l Z Ic.].4.~.2)ling(I/6))'/"------. by Stirling's formula. . n} so that I r/. i=l for all c _-_ x ~ l c~e~@ ~.e.~ ~(°J) such that Ic. and subsets "0~ and I" of {1. I.t => n/2 and IIR.n. then there exist a constant D. in the set ( ] = { w E fl. as above. there exists a subset "0~. . (~2dn)'"'(11R..and [[R.. l o g l ~ }=< 62n (log 8e + 2 l o g ~ ) <= 56_ n l o g ~1=<5 m .170 J. 2 .e.=l c. For any 0 < • < 1/ e e" and M < o% one can find a constant d = d(8. Note also that. PROOF. [] PROPOSITION 3. .8. by Proposition 1. Fix & M and S.. By Corollary 3. n} such that Irll[ = [dn].2 . r/l D ~.2AeS(82n/(r'.o <=4K M. l¢. ..Sx lit <=D. BOURGAIN AND L.

we deduce the existence of a constant K. for x = E ~ . Furthermore. a 62171 [IXl[r/(62n.. (62n. <.l. Then z = E~..)'/" l[R 4.={i~. than the cardinality of the support of x. In order to overcome this problem. and IIn~. fir.)'"llx ]l.. one can find a constant d = d(6.S. + 6~'r'l]x II.. x~e~E [e~]~." has support of cardinality <=[62n~].. x~e. 57. + IIR .<6~lJyl].Sx][. + However.)'~" l[R .(62n..) '''. + K.] a (6 + g._..[I~. .K. -<-IIR. IIRo.e. .<6"-.Sx II. with r satisfying the condition 1 < r < p.=< 8~"11.. (62n. j<llxlJ.Ix. By substituting these estimates in the inequality above.5 to the operator R . by applying Proposition 3. [] which proves the assertion. depending only on r.VOI.)'"}. S R ..=6-'. The main difficulty encountered in the present proof derives from the fact that Ir I is larger.(6Zn.. j r ~ ~. Sz II. by 1/6. we put w. as an operator on l~. I1R. and of a subset ~" of "rh.-->JJx It:l ~"-.. I = [ d n ] and ]]R.SyJl.6." "~.Sx[I.. we get that [[R. whenever x @ R.SRn.)'/~'[llR.Sy 112 K. for which the above inequality is valid.=> Jl z )J. .'. M ) > 0 and a subset rh of rl0 such that nx = ]rl. l) x II. I < 6 ' n .."~ J/6%...SR. by T h e o r e m 1. i. Sy fir a . Sx tl. a IIR. I 2 <6~I~U-IIxBI(62n. by the estimate for the norm of R.)'"'llSx II. Sy I¢-. It follows that I[R./(6~-n.x and z=x-y.) ''' + K. 1 9 8 7 INVERTIBILITY LARGE MATRICES OF 171 Thus.Sz I(. satisfies y=R.Sy II. we obtain that ][R. We also have that Ix. a i r I''2 l[R. for which Irl = [6dn] and IIR. and we are allowed to apply the above inequality to z. Sx [I. Sz It. [I.Sy Ill + IIR. .62"')(6'-n.

/z) which are normalized in L~(~. + IIx II. E. . (11 Wx II. CII Wllpn l/r-Up. ( W . ]P) + [ ° where A. C ] Wv.7. PROOF.. and zro.172 J. W * R .. In general.2.. B O U R G A I N A N D L. denotes the norm of ~ol in L . The next result gives a condition that ensures this fact. v .11 ll) +ll(Io <=A . u. such that R .}~=l in l~ so that (XLIlu. n} and 1 < r < p <2. II~=< 1 and i=1 II W . in l~..) <. an operator from an L . for some constant C < ~ and all x E[e~]~. lip' = ~. Math. depending only on r. Then there exists a constant A. ---. Put W~ = R~WR. ( ~ . ~ .s p a c e to an Lq-space.). * . T Z A F R I R I Isr.C.. Then fo . u i=1 Let now {q~}h=~be a sequence of p-stable independent random variables over a probability space (O.Wx II. IP')= 1 < (coordinatewise) and choose elements {v~}~=. take vectors {u.X.m.. and suppose that W is a linear operator on l~ which satisfies the condition IIR. /x). . ) .. is p'-absolutely summing when it is considered as an operator from l~ into l.. PROPOSmON 3. for which i=1 ~] IIv. It follows that . \1/.1.. Let "r be a subset of {1.. 1 < q < 0% need not be q-absolutely summing. / ~ ) .(R~W*RT: l"~----)l~.

Vol. 57, 1 9 8 7

INVERTIBILITY OF LARGE MATRICES

173

w.u, II;:

<---

I We, p I

i=l

Iv, p I

p

,

[]

and this completes the proof.

PROOF OF THEOREM 3.1. First, note that there is no loss of generality in assuming that 1 =<p =<2 since in the case 2 < p < co we can consider the adjoint operator S* instead of S.

The Case p = 1. As we have already mentioned in the introduction to this section, the case p = 1 is actually known, though not exactly in the formulation of Theorem 3.1. In this case, the matrix (a,.j)~,j , of S relative to the unit vector basis of l~' satisfies

~ la,,,l_-<llSll,;

i=1

l<-_i<-_n.

**Thus, by [4] or [13], for each e > 0, there exists a subset m of {1,2 . . . . . n} of cardinality 1o', 1=> ne2/16ll s 117such that fa,,, I_-<e;
**

jE~r~

i E ~rF.

F i x 0 < 6 < l / e ~2and l < r < p so t h a t 2 / r ' > l / p ' , a n d let S: l~,--->l~ be a linear operator whose matrix has O's on the diagonal. Let d = d(&][SI]p)>0, Dr < ~ , ~"C 77, C {1,2,..., n} be given by Proposition 3.6 so that n, = I~, [ = [dnl, 171 = [~dnl and

The.Case l < p < 2 .

I1R.Sx I1~<-- C(ll Sx II. + [Ix I1,),

for all x E [e,]~,, where C = Dr(62dn) '''. Since the operator W = R,,SR~, satisfies the conditions of Proposition 3.7, it follows that

zr.,(R.S* K : l " ~ l~,) <=A,Cl[Sll.nl "-~'"

<=2A,D~ IIS II,,5~,,'-'/,' Ir l'/.',

where A, is a constant depending on r only. Thus, by the Pietsch factorization theorem [24], there exists an operator U: l~,--->lp, with II ull.,--< 1 and a diagonal operator V: l"~--->l~,, defined by Ve, =A,e, ; i@~', and Ve, = 0 ; i Z r , so that R,S* R, = U V and

IA, I'

where K = 2A,D, [IS Ilpfi2`''-''p'.

_<-g[,

174

J. B O U R G A I N A N D L. T Z A F R I R 1

lsr. J. Math.

Consider now the set

~r={i ~ r ; l a , l < 2 ' " K }

and note that

1~1~1~1/2.

Moreover, since R,,SR,, = R,,V* U ' R , , and that, for any x E l~, we have that

V * ei =

)qe~ ; i E r, it follows easily

IIR.SR,~x II. = IIR,. V* U* R,.x lip

<=(maxlA,

, ~

--<2KIIxllp.

Hence, if e > 0 is given and 8 is chosen appropriately then IIR,,SR,, lip < e. This completes the proof since the case p = 2 has already been considered in Theorem 1.6. [] We pass now to the study of operators on l~,-spaces whose matrices have "large" rows rather than "large" diagonal. We first give an estimate for the rank of such an operator. PROPOSmON 3.8. Let p > 2 and let T: I"p-+ l~, be a linear operator such that II Te, [Ip = 1; 1 <=i <=n. Then rank r ->_n/l[ Tlle. PROOF. If k = rank T than it is well known that the 2-summing norm rr2(T) of T satisfies (cf. [24])

~2(T) ~ IIT[I. V~.

Hence

n 1/2

<= ~'z(r)sup

Ix*(<)l-"

; x* ~ l"~.,llx*ll~,<= l }

<--IITll. V~,

which completes the proof. []

Wok 57, 1 9 8 7

INVERTIBILITY OF LARGE MATRICES

175

Actually, an o p e r a t o r with " l a r g e " rows on 11;; P > 2 , has also a " l a r g e " p e r m u t a t i o n of the diagonal when it is restricted to some set of unit vectors which is proportional to n. PROPOSITION 3.9. F o r e v e r y p > 2 a n d M < ~ z , thereexistsac=c(p,M)>Oso that, whenever T is a linear operator on 1;i of norm I1T[[ <=M for which I1Te, llo = 1; 1 <=i <=n, then there exist a subset rl of {1,2 . . . . . n} and a one-to-one mapping rr from rl into {1,2 . . . . . n} such that

[~l>=cn

and

le*..Te~l>-_c,

**for all i ~ 7, where {e*}'/. , denote the unit vectors in l',:,.
**

PROOF.

Put

x. = Te~ ; l <=i <=n, and

observe

that,

by G r o t h e n d i e c k ' s

inequality,

Ix,

i=1 p

<=K, ll rlln '''.

T h e n a simple interpolation argument shows that

x ll

IIm x,xll

p

where d = I/(K(;. II r l l ) -~''' -''- Put

and observe that

Now split o- into mutually disjoint subsets {o'j}~=, so that

e*(max[x~])=e*[xj[;

Put

IEo-.

j=l,2

. . . . . n.

176

J. BOURGAIN AND L. TZAFRIRI

Isr. J. Math.

and note that, for each j E 77, there exists an element 7r(j)E tr, such that 7 r ( j ) / I t ( k ) , whenever j, k E ~ and j / k . Finally, observe that

d~n/2 <=l l ~ X"" max lx~

= E r X,,,'maxfx, I j~ I<'iSn

= ~ IIx,,,x, I1~

LI

II

p

~IITII"I~I,

i.e.

I~l~ d2n/211Zllp.

[]

COROLLARY 3.10. Foreveryp>=2 a n d M < ~ , thereexistsad = d ( p , M ) > O such that, whenever T is a linear operator on lp of norm IITII <- M for which _ II Te, lip = 1; 1 <=i <- n, then there exists a subset ~r of {1,2 . . . . . n} of cardinality {tr I >=dn so that

**for any choice of scalars {ai}~....
**

PROOF. For the case p = 2, the matrix corresponding to the operator T * T has l's on the diagonal and the proof can be completed by using Corollary 3.2. If, on the other hand, p > 2 then it follows from Proposition 3.9 that w- ' T~N .... where 7r ~is the corresponding permutation operator, has "large" diagonal, and again the proof can be completed by using Corollary 3.2. [] The results obtained above for matrices with "large" rows acting on l~,-spaces with p > 2 are, in general, false in the case of 1 -<_p < 2. Even the rank of such an operator need not be proportional to n.

**Let 1 < p < 2 and let T: l"o---~l"~ be a linear operator such that II Ze, [1, = 1; 1 <=i <- n. Then
**

PROPOSITION 3.11.

rank T _-__.2'p/11 TIIL

PROOF. The argument is identical to that used in order to prove Proposition 3.8. I[ k = rank T then, again,

as is shown by the following example... which yields our assertion. and rank T = 1. if x E H. llgz 112<_-Ilgll. considered as a subspace of L~.)l ~ ~ Ir~(T)sup .. for each integer n.~l} [] --< II T I1" k"~. into L~.x*~l. By a result from [3]. it is easily seen that there are operators on 17 with 11Tel 11.~ IIs I1 IIgx I1~~ C. onto well-complemented Hilbert subspaces of l~. zEL~. we have x~Hm. there is a constant Nip and. we shall work with the function space L~. 1987 INVERTIBILITY OF LARGE MATRICES 177 n ''2= IlZe. • It: ll. = IIz Itp. 1 <= i =< n. where r satisfies 1 2 1 1 p' r and a linear operator from gH. = 1.ll gx 112. such that IIS II--< C~.12. PROOF. there exists a constant C~ < o% an element g ~ L. then we also have IIx I1~. contains a subspace Hm of dimension m = [n 2/p'] for which d(Hm. l <=i <-_n.. Maurey [22] Theorem 76. the space Lp. . Ll) Ix*(e. llp--1. having maximal dimension.. there exists a linear operator T: l~--~ l~. PROPOSITION 3. Fix 1 < p < 2 and n. For sake of simplicity of notation. 57.. ~"~-"".llx*ll.Vol. On the other hand. there exists a constant Cp < ~ such that.. Essentially speaking. The case p = 1 is absolutely trivial... For every 1 < p < 2. By H61der's inequality. = 1 . this property is shared by all the orthogonal projections from l~. 17) ~ Cp. instead of l~. of norm <=Mp such that IlZe. By B. and S(gx)=x.11 is asymptotically sharp. for each n. but rank T = [n2/P']. The estimate from below for the rank of T given by Proposition 3." with IIg II.

Now. Math. I gi I'/n)'' = IIg II... that t 2 n _-2(Cp) ~ Ig..ll gz 112~ c.. Suppose that g = ~ gje. In a similar way..y.tlgx 1t2. for all z E L~..ll gy lip. i=1 Then (Z~L. By duality.. onto Hm and.. ~ for all y E grim.P*(n"Pe. = 1 from which it follows.ll z lip.. 11. and.= (C'p)2n ~ j=l /=I IIP* (ge. l[Pz 1[~. J..e. B O U R G A I N A N D L.-.llP*(n'%)ll2p i=1 = 2(C~) Ig. Let R be the orthogonal projection from L" onto its subspace grim and denote by Mg the operator acting as "multiplication" by g. IIPII--< c .178 i. considered as a subspace of L~.llp'l/ m . ~ IIgRe.. . l~. by using H61der's inequality. by the above estimates.2'p'/2 _-<m = IIR II~s=. ~ IIRe. 112. observe that .. for all x @ H. Ilgxll2--<Ilxtlp ~ c.)ll~ since the unit vectors {ej}~'=l have norm equal to n -1/2. T Z A F R I R I Isr.'= IIg-' R (gz )lip' <=C'pHn (gz )ll. '\2/p' --Lit-p) n Hence • liP*(n"Pe. we can show that IIgy lip =< IIy I1-~ c.2 j-1 _-< (c. i.). Then P = M. moreover. I' " . when considered in L2.e. that P* = MgRMg-.~--< C. we conclude that P* is a projection from Lp onto its subspace g2H. J.RMg defines clearly a projection from Lp.

1 <= i <. we conclude that n "~ I/2 n .n.. a weaker version still holds.12. For every l < .e.9..2 .. n} so that I'ol>=dn for all i E 7. . . implies that and le*. [] While Proposition 3.ll P*(n''e.. in view of Proposition 3. The proof can be now easily completed by constructing an operator T: l~--->I~ with IITe~ lip = 1 . I1( )"211 Ix. . . whenever T is a linear operator on l"p of norm IIT [I=< M. for which f /~e'Te'll de>=cn '/p.Ze. M. so that its range is contained in g~-Hm. ~ /=1 IlP*(n'%)llg'. --> 1/2 ''p'+''-" • c'e} has cardinality I. it is entirely trivial that I x. . !2 P _--. PROOF. M < = and c>O.13. ts P = x. which yields that the set o" = {1 _-</" <= n .Vol. l>-_d. I >= n l2'+~"~-( C'~):~'.)ll. Therefore. . i. PROPOSmON 3. . rank T = [n2'"']. there exists a d = d (p. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 179 n < 2~"2(c'~)". .2 . The condition imposed above on the vectors x~ = T e i . P then there exist a subset rI of {1. < Mn"P. n} and a one-to-one mapping ~rfrom 71into {1.9 is clearly false for 1 =<p < 2. 1 <=i <=n. 57.p < 2 . On the other hand. c) > 0 so that. by an interpolation argument as in the proof of Proposition 3.cn"~.

e. BOURGAIN AND L. 1~)_~ n I"p-'/2r. Johnson [9]. = n lIp-112. B. I~. J. The case p > 2 is still open. THEOREM 4. i.-spaces in Lp which were raised by W. Schechtman [13].~ = d(l. Math. We prove below a similar assertion for 1 _<-p < 2. TZAFRIRI Isr. was proved by D. Fix n and 1 < p < 2. I1 ~ The rest of the proof goes exactly as in that of Proposition 3. Lewis [19]. The main part of this section is devoted to a study of those subspaces of Lp whose euclidean distance (i. This maximality property of the euclidean distance of l~. the problem was settled in the positive by T.-space satisfies d. Johnson and G. [] 4. 17_)= n r"p-'/2r.. We discuss first the isometric version. this assertion is part of a considerably more general theorem of F. Less trivial is the fact that. John (see e. has the largest euclidean distance among all the subspaces of Lp of dimension n. the distance to a Hilbert space of the same dimension) is maximal.. for any n and 1 =__p =<~. For p = 1. x '.e. x' ] p >=c2m-P)/Mpj'2-p~.9. In the case l < p ~ 2 . Then any n-dimensional subspace X of Lp whose euclidean distance is maximal. R. for a fixed n and 1 -< p _---~. dx is necessarily isometric to l~. which yields that IIm a.g. For p = 1 or p = ~. Figiel and W. . B. [10]) which states that any n-dimensional Banach space has euclidean distance_-<n t/2.-spaces raises the question whether these spaces are the only subspaces of Lp which have a maximal euclidean distance. It is well-known that the euclidean distance of an l~. Applications to the geometry of Banach spaces The results proved in the previous section will be used in the present one in order to solve some problems concerning the existence of "well" complemented copes of l~. the fact that the euclidean distance of any n-dimensional subspace X of Lp satisfies d× = d(X.1.180 J.

= f I(Zf)(co)[17F×(~o)""-P/2'dlz(~o)<=11 J~ i. we have that IITfll ~. f ~ X.I1T-'fI<II T-'II ~ HF× '-17'~< n ''17-''~ where F× (o.. ~ n"17. Tomczak-Jaegermann [30].'Z. in particular.e.2. together with a result of N. . ... 57. By using a well-known characterization of Hilbert spaces. for any f E X with Ilfll. R. The euclidean distance dx of an arbitrary n-dimensional subspace X of L17(fl.2.fo [f(o~)/F.~ If(~°)l~d~('°) . due to S. I.p0-. gives a simple alternative proof to the aforementioned theorem of D./2. Since.)= sup{lf(~o)l . F~ '~ '. Ilfllp ~1} and T: X---~ L2(~. i ip Ilfll. 1987 INVERTIBILITY OF LARGE MATRICES 181 We first need a result which.. --1. i. liT 'II~IIF×IIF p'2. dx <I1T[I.'Z.p-. and let (l-l. On the other hand.Vol. f ~ x . Z. 'PROOF. we also have Trill" II~ X l. Kwapien [18]..t) is the linear operator defined by T f = f . by using H61der's inequality. I~) satisfies the estimate PROPOSmON 4.= f~. for any f E X. we get the more trivial estimate dx <--T~g~(X) • C~g~(X)<=Kn . by definition. Observe that. lx) be a probability space. II.(~)l~-'d~(~o) <--f. dx ~ It TII" IIT-'II it remains to show that liE. IlZll~l.e. it follows that. If(~)l=F. Lewis in the case 1 < p < 2.(~o) ~ 2d/-t(~°) -. Fix n and l < p < 2 .

. .. constants of X. . ~ x. il~ <-. Since any f G X with Ilfllo<_-I can be represented as a linear combination f = ET-.}7 ~ of vectors in X so that Jail 2 <= i=l a. It follows that there exists a sequence {f.I 2 ({O 2 • i=1 [L (to)[ ~ for all to E f L H e n c e . g.-Ok). to~. also the maximal function Fx satisfies E~(to)~ for all to ~ED. tok ) ->-sup{I g. l: p i=l Ii. p d e < = K V 7 2 n ''p Fix now an integer k andllet fykj d e n o t e the product space ~ × ~) × • • .(to~. for a suitable choice of {b./x (k)) obtained by the k-fold tensorization of X. (toll-' .× lq (k times) e n d o w e d with the corresponding o'-field ~(k) and product measure ~(k).. to: .'=~.(to.(to.n . p <= K n '/" . .}'. x'k'=x®x® . i. respectively cotype 2.~. 1 ~/_--< k} > Fx ( t o l ) = ° F ~ ( t o 2 ) " " " F X ((. .e. Let X (k) be the subspace of Lp (I-Yk). J. . T Z A F R I R I lsr.)l" I g..®x with dim X tk~= n k. and thus ]]Fx lip --If. we conclude that rf(to)l--< ~lb. Math.)l""" Ig~(to~)l . (to)F i-I _<~ !b. I" If. B O U R G A I N A N D L. tok) of X (k) clearly satisfies F×. IIg. for any choice of scalars {a.1. for some constant K < ~. . _<X/ i=1 e..~.182 J. A n o t h e r argument of an elementary nature which proves the same estimate for the euclidean distance as above can be found in [28]. "~ [a e . . i n d e p e n d e n t of p and n. where T ~ ( X ) and C ~ ) ( X ) denote the gaussian type 2. bJ. The maximal function F×. E ok).-(to-. ..}'/=t.

1 9 8 7 INVERTIBILITY OF LARGE MATRICES 183 for all (~o~.n "~ and.. This .-Ilo ~ IIG IlL i. the restriction f. ]g(og)/E. i.~c. ' ' thus completing the proof.~(~o)[ p .)CA of f to A belongs to the one-dimensional subspace [g] of Lp (fl. that tl TII = 1.oJ2. we get that ItE~ tl. for any f ~ X. . (fLE. p. furthermore. by the above estimate for the norm of the maximal function. By letting k----. . .1.e.~ n k'p ~ Ilfx.)whose euclidean distance satisfies dx = n i/p i/2 Then. -. for all oJ E f t . # ) generated by g. • gl u p . for a. oJk)Efl ~k~. we conclude the existence of a function g E X with IIg lip = 1 such that = Since Jl 1 pg(. 57. . We shall prove in the sequel that. ~o in the support A of g.d i m e n s i o n a l subspace of PROOF OF THEOREM 4. Hence. L. Thus.o)[ Fx(.E.Vol.e. [] Suppose now that X is a n .e. we easily conclude that l[ z~ lie <=. by a simple compactness argument. Ig(o))l-<. we get that K V .(~o). by Proposition 4.o) -dt~(~) I. ]g(~o)/F×(~o)l 2" F~:(co)"dtx(~o)<= ~. it follows that ~. E.2. Fx(o~)Pdtz(o~) = 1.

which clearly yields that IIFx. J. Since p > 1 we obtain.1 and that Fx (to) = sup{A ] g(to)j + (1 . B O U R G A I N A N D L.Fx(¢o). t > O. x = ([g] 0 XG. X. Consequently. that p Ig(w)lP-'(sgn g(w))f(w) <_-p Ig(w)l p IA [g(w')lP-'(sgn g(w'))f(w')dtt (to'). w~Ft.e. = (n . = n . has the same properties as X if we replace n by n .. Furthermore. Repeating the procedure for n times.p If(o~)l . to ~ A}.. Math. to ~ 1~. it is easily verified that d× _-<(1 + d~g/2 P))'zP from where it follows that dx. 0 <= A _<--1.1)''~. llfll~ -<. by letting t ---*O.e.1} = ([ g(w)[ p + F.t(to') for all w E A (use the fact that on this set Fx = Ig I). we conclude that X is isometric to 1~. by restricting this inequality to to C A and taking into account the fact that IIg II. f @ X~. . for any f E X. T Z A F R I R I Isr. i. for a.184 would imply that J. = {f E X.AP) '. In order to prove that fxa E [g]. W e also h a v e that dim X.1) ''p-re. Thus. we get that Ig(a. = 1. we fix f E X and t > O.e. and note that Ig(w)+tf(w)l<=llg+tfll..)+tf(w)l"t -Ig(~)'"_<_ [(fA [g(t°')+ tf(w')lPt-Ig(to')l" dl.(w)")'Z for a. f(co) = O. where X.1. B = (n .

for some constant C < ~ . However. which contain copies of l~" only for m <=Cn 2~p'. a well-complemented subspace X. on which the L~. Schechtman [13] proved that such a subspace X of Lp of dim X = n should contain. i. 1 < p < ~. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 185 f(to )lg(to ) f g(to')l p (f(to')l g(to'))d~ (to'). one cannot expect to prove in this case that X is well isomorphic to l~ but just that X contains a subspace Y of dimension k proportional to n which is well isomorphic to l~. Ig(to')IP(f(to')/g(to'))dlx(to'). 57. f(to)/g(to) >--fA This means that fXA = gIA thus completing the proof. to E A. which is well isomorphic to l~. _>-n 1-.3. for each e > 0. B. The situation is different if we consider subspaces of Lp. For every 1 < p < 0% M < ~ and c > O. for some d > 0. the same inequality holds when f is replaced by . p > 2 . of k = dim X. l for all to E A. whenever X is a n-dimensional subspace of Lp for which THEOREM 4. They also raised the question whether this assertion is true with n J-~ being replaced by dn. independent of n.f. W. M . In the case p > 2 . of maximal euclidean distance (in the isomorphic sense) which are also well-complemented in Lp. [] We pass now to the study of the isomorphic case when we consider n-dimensional subspaces X of Lp whose euclidean distance satisfies dx >=c n II/p-I/2] for some constant c > 0. I I g (to') [g]. [9]). (i) and dx >=cn I'lp-''21 . there exists a constant C = C(p. The following result shows that their problem has a positive solution. this fact was proved in [13] (see also [4]) while for 1 < p < 2 it is still an open problem. the assertion is false: there exist n-dimensional subspaces of Lp.and L2-norm are equivalent (cf.e. For p = 1. c ) < ~ so that.Vol. Such examples are provided by the so-called random subspaces. Of course. Johnson and G.

.) = 1. b. II.2 is basically known and in the easier case p = 1 can be found in [13]..186 J. n} with ->. an extension of which will be discussed in Section 7.e..}7=~ and {h~}7:... is KD-equivalent to the unit vector basis of 171 and its linear span is D-complemented in Lp. for which (i) ll:~7=.}7-. of the form g = E . = (g~.2 .}7_~. defined by Te~ = ~ {g~. ~ a. B O U R G A I N A N D L. K ) such that. the sequence {g~}. for any choice of x E l ~ and y E l ~ .n / D and a projection R from Lp onto its subspace [g~]. . Math. lp)=C k and Ilnll_<-C.. we can apply Corollary 3. for all 1-<__i<=n. e*~Te. j=l 1<=i <=n.~.l~. are sequences of [unctions in Lp..g. . (ii) 11: 7=. T Z A F R I R I Isr. then there exist a subset tr of {1. then there exists a subspace Y of X and a linear projection R from Lp onto Y such that k=dimY>-=n/C.2 and conclude the existence of a d = d ( K ) and of a subset tr of {1.g~. the unit vector basis of l. Let {e~}~ and {e*}r_~ denote. PROOF. i.}~c.4..) '1[ < 2. PROPOSITION 4.c~ so that fIR tl_.K~IIx lip "IlY lip'.. respectively Lp.. J. The deduction of Theorem 4. IP) ''p. I b. We give here all the details for the sake of completeness.---~ l.2. for any g ~ [g~]. for all 1 <=i <=n.D and < for any choice of {a.~..a. In other words. respectively l. restricted to R. IP)"p. . . for all {b. n} such that R¢TR. whenever {g.3 from Corollary 3. The proof requires the following result. h. =< K(YT=. . It is easily checked that [(Tx.h. it follows that. d(Y. lip'=< K(ET=. . as usual. Y>I <-. for all {a. by (iii). l a.hi}e j . Since.. For every 1 < p < ~ and K > ~. there is a D = D(p. hl)= 1. is invertible and its inverse satisfies ]I(R TR. HTII_<-K ~.. by (i) and (ii). (ii) there is a projection P of norm IIP II ~ M from Lp onto X.. Thus. and (iii) (g~. and consider the operator T: l.

. h.E. by using twice the inequalities above.h. To this end. (f. IIOgll~ --- I(g. restricted to [g~] ~ .~.Eo)-' II=<4K2. as above. =<g i..)g. by (i) and linearization. for any element g = X~Eaa~g~ in [g~]~Ea. On the other hand.e./ag% which means that Q.e. 1987 INVERTIBILITY OF L A R G E MATRICES 187 we have lea jE~ -II g lip/2K. 57.. i. ~ f ELp. IIQII<K 2. f ELp.~o)-'" O is a linear projection from L. onto its subspace [g~]. by setting Of : j ~a (f.~. define the operator O: Lp---~[g~].Vol. {g~}~c~is 2K2-equivalent to the unit vector basis of l~ and it remains to show ~l that [g~]~c.. we conclude that. is an invertible operator whose inverse satisfies II(O . we obtain that IIO/11. .i.)[ p <-- Ilfllo. Then. It follows that r = (Oit. is well complemented in Lp.h. with norm IIR II--<4K4- [] .)l" 2K >=llgll.

up to a universal constant. E. ./~). . ./llx. ~). Tomczak-Jaegermann [30]. depending only on c. Then d =/(~-''. But. and observe that By using H61der's inequality with r = 2/p and r ' = 2 / ( 2 . n} of cardinality I rl => din such that . 1 < j _-<n.p ) . PROOF OF THEOREM 4. . (X)= CoY~(X). therefore. for some probability space (f~. by N. Suppose also that Lp --Lp (fL E. In view of the fact that X is well complemented in Lp. and a simple probabilistic argument shows the existence of a subset ~" of {1. there exists a constant Co. B O U R G A I N A N D L. This means that there are a d = d ( c ) > 0 and vectors {x~}?=~ in X such that Xi 2 P > dn lip-l~2 ~ Xi Put y. the statement of the theorem is self-dual and. the type 2 constant of a n-dimensional space can be computed with only n vectors. so that n lIp-l/2 ~ (g) < CoT. there is no loss of generality in assuming that 1 < p < 2. By the result of S.188 J. J. T Z A F R I R I Isr. II.. . Math.(co)l = i yj(oJ)l for to E r b .II~. = x.2 .n"' ~ II YJX~. 1 _-<i <_--n. we get that Let {-~j}~'=~be a partition of 1~ into mutually disjoint subsets such that max ] y. Kwapien [18] which has already been mentioned above and condition (i).3. where T2(X) denotes the usual type 2 constant of X (recall that TT~(X) stands for the gaussian type 2 constant of X).

.o)>=d. ~ Lp. .X~.I YJ I'-'(sgn YJ)X.z. We would like now to apply Proposition 4. w:).(. however. which. should be replaced by a different system of vectors.. However.. therefore. On the other hand. To this end. The problem is.)=(y..(yj. tp'-2<_a.o)l'dt~(.)= ~.VOI.'-21u.). for j E .. Then (y/. ly. j E z. and also for any choice of {bj}j~. that {Yi}J~. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 189 i where d~ d2m(2-P)/2...1w. (P(Y.u.. need not satisfy (i) and. jET. i for all j E ~'. (/~r Iw~lp'<__lujl2. by H61der's inequality. r from which it follows that lu.r. put vj=ujx~j Then. we have and wj=uj-vj. Consider now the functions = z~ -. essentially speaking. K a M = dl and. take a so that 4a ~-2/p.. v~) => d. and put ui = P*(zi).4 to the vectors {yj}j~. for each j E r. 57. I= ) P'/2-1 . uj) = (yj. and {uj}j~. satisfy the conditions (ii) and (iii) there.

4 to the functions gj = P(YjX6j) E X and by h~ = uj /(gj. J. j ~ ~q. Lp . TZAFRIRI t/p' \ 1/2 Isr.r I = d. The cases p = 2 and p = ~ are entirely trivial p = 1 was solved in [13] and [5]. Since both ]1(E7=1[~ [P)'/p lip and II(ET=~If~ 12)1'211p are between M . }7:.' n lip and M . that [max]f~ll I >~ nt/p / M (2+p)/12-pl. M ) < ~ such that. we get that B P' <=a .2 . We solve here the case 1 < p ~ positive.-2/p' . p =<m la. . jG_'c. whenever {fi}7=1 is a sequence of functions in Lp which satisfies m-' la. . again in the THEOREM 4. i. Thus. ui) -> dr/2. 1 < p < ~. K ~ M I . u~) ~ Lp. j ~ ~-.[r I/2 >= d~n/2 for which I(y. there is a constant A = A ( p . 1P .n ~/p we conclude. PROOF.5.. by Grothendieck's inequality and the choice of a. . For every 1 < p < oo and M < ~. ..190 J. . BOURGAIN AND L. l" =< i=l a. by a simple interpolation argument. for all { a. . Math. ~ with IIRII<=A.. in Lp with k while the case 2.. In order to complete the proof. we now apply Proposition 4.l 'l/4. (P(YiX~). n } of cardinality I or ] >=n / A and a projection R from Lp onto [ ~ ] . then there exist a subset cr of { 1. A simple probabilistic argument shows that there exists a subset r~ of r of cardinality I z~ I . [] Another problem raised in [13] is whether any copy of l~ in contains in turn a copy of l~ which is well complemented proportional to n.wi)l<=dl/2.e.

VOI. we find a c = c(p. that p ~ 2.. and R.(Ze. i E r. i iE.)llp>-_c. the authors prove a weaker factorization theorem asserting that. n} and mutually disjoint subsets {'0~}. Proposition 4.) ll(a )ell I Te.. M ) < m such that.. . n} with I c I=_ n / C and of mutually disjoint subsets {A.1. it follows from Proposition 4. so that I = f R~TJ~de.3 that. . Figiel. W. whenever T: l~.. M ) > 0. + 1}k. there are a k.--+Lp is an operator of norm =< M satisfying the condition (.4 can be reformulated as a factorization theorem which improves a recent result of T. with IIRe II< C. Schechtman [11]. .~ of ~ so that ]rl = cn and f l[~(.o)l~d~(. and operators J. This factorization result is an immediate consequence of Proposition 4. . i ~o-. where J is the formal identity map from I} onto a subspace of l~. Then. there exists a constant C = C(p. (¢o)[Pdlx(w) and h. .4 and the fact that (*) implies that for some constant c = c (p. under the same assumptions. generated by a certain set of k unit vectors. . Johnson and G. . a subset r of {1. .)~c.4 to the functions g~ = ~/fn.2 . B.2 . e E { . as above. . If. I" -->n I'p. = [f~ [P-'(sgn ~)" X~. 57. exactly as in the proof of the previous result.}i~ so that r > II)c. . M) > 0. for every 1 < p < m and M < m. REMARK. P then there exists an integer k >=n / C and an operator R: Lp ~ l~pwith I[R II<= C such that the identity operator I on l~ factors through T as I=RTJ.4 and some of the arguments used to prove T h e o r e m 4. More precisely. which further yields the existence of a subset cr of {1. In the aforementioned paper [11]. [] The proof can be completed now by applying Proposition 4. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 191 provided. of course.

a submatrix of rank proportional to n which is "well" invertible on 17. e ) > 0 such that. For every l <-_p<-_~ and M < % there exists a constant c = c(p. given a n × n matrix with l's on the diagonal which acts as a " b o u n d e d " operator on some l~-space. . the constants appearing in the statements depend only on the norm of the matrix as an operator on the original l~-space and not on the value of r under consideration. T R . . o[ norm I[TItP <=M whose matrix relative to the unit vector basis has l' s on the diagonal. there is a subset tr of {1. Elton [8] (see also A. Ir . one can choose the subset tr of {1.p <=2. . 1 _-<p _-<0% one can find. for every e > 0 (and p and M. . M ) > 0 such that. Pajor [23] for the extension to the complex case). whenever T is a linear operator of I. for any l <=r <=2 if l <. < 1 + e.1 is based on the following generalization of a result of J. M. e. whenever {xi}. ~--c. as above). BOURGAIN AND L. Te.'=~ is a sequence of vectors in an arbitrary Banach space X which satis[ies (i) f IIE::. J. p ) > 0 such that. n} with the property that R~. TZAFRIR1 Isr.2 . The main feature of these results is that. Math. We now state our main result. . . we discuss some unexpected invertibility theorems. 1 -<_p < ~.x. for any l <-_r <=p if 2 < p <=o% or. In the present section. Moreover. then. for a whole interval of values r.TR~. "Unbounded" operators on 17-spaces: 1 =< r ~ oo The invertibility results discussed in Sections 1 and 3 apply to " b o u n d e d " operators on/p-spaces. n} such that [crl>-_-cn and a. restricted to R~17 is invertible and its inverse satisfies I I t R . THEOREM 5. . Furthermore.1.2. IIde -_>n . la. there exists a constant d = d(p. [or any T as above. ) -' II. in the sense that at least one of the constants appearing in the various statements (measuring either the cardinality of the set n of vectors onto which the operator is restricted or the norm of the inverse) depends on the norm of the given operator. . The proof of Theorem 5. For every M < oo and O< p < 1. there is a constant c = c(M.2 .~. for all 2<=r<=p if 2 < p < ~ or p<=r<-_2 if l=<p=<2.192 5. for all {a.}. J. THEOREM 5.

( f ) < .~ (f) = 2(f) A -A if I. .~. For each x ~ X and f ~ K. if ~ ( f ) < . if ~ (f) > A. and 71 ( f ) = { l < = i < = n . .2. .2 involves n vectors there is no loss of generality in assuming that the underlying space X is n-dimensional and. we have . feK Let us also introduce the notation: for f E K. set ~+(f)={l<=i<=n.2 . . 1 9 8 7 INVERq-IBILITY OF L A R G E MAq-RICES 193 and (ii) I1= M . PROOF. 17 I°n ' < ]:orevery subset rI of {1. for any x E X. . that the closed unit ball K of X* is norm compact. Then. define the A-truncation .2 .(f)>A}. £ c . we shall replace the vectors {x~}L~ by another sequence {:f~}L~ of uniformly bounded functions on the closed unit ball of the dual X* of X. n}. thus. In order to overcome this difficulty. in the statement above.= sup I (f)l = llx II.A .Vol. The difference between Theorem 5.2 and the aforementioned result of J.~(f)t~ A. and note that ~ is an element in the space C(K) of all the continuous functions on K so that II.~ E C(K) of £ in the following way: . . the vectors {x.A } ~ ( f ) = ~+(f) U "9-(f). . . Elton is that. then there exists a subset ~rof {1.}. f~K Take now A = ( 4 M ) ' " and. n} so that [o'l>=cn and for any choice of {a. for any choice of f @ K and signs e~ = + l. define 2(f) = f(x). are supposed to satisfy condition (ii) instead of the weaker assumption of uniform boundedness. Since the statement of Theorem 5. 57.}L.

which. I n-(f)l ~ (M/A) '/('-p'n. M a t h . Therefore. in view of condition (ii).194 J. -2. similarly. By using again condition (ii). =<M[ 77÷(f)]"n'-'.e."=~consists of the fact that the former are uniformly bounded by A. J. yields that The advantage of working with the functions {x~}L~ in C(K) instead of the original vectors {x~}.e. we can apply the main result of J. by averaging and (i).(f)[--< n/2. Consequently.. Elton [8] in the form stated in . '-° =<(2M "(1-")/A "/"-"))n. B O U R G A I N A N D L. However. A [~?÷(f)l <-. the choice of A made above ensures that 2M~/"-P)/A ~/C~-°~ i. f) i.-! that iEn(f) E I~. T Z A F R I R I Isr. we get that -_ M(I n+(f)t ° + In-(f)t"). t ~+(f)l ~ (M/A f'"-'~)n and.~ ien+(D £(f) = i~ ~ x. i=1 i=l ien+(f) iEn-(f) which yields that i=l i=l iE~(f) On the other hand.

whenever tr~ and ¢2 are two mutually disjoint subsets of or.(f)>-v}. depending only on A and.={fEK. which implies that u => .(f)<-u} and V.~. thus. If. 119 by which there exist a constant d > 0. if f E U~.(f)>=v}. This means that. Indeed. leo'2 On the other hand. ~ (f) < A then ~ (f) -<_~ (f) -<_ u. we also get that la.={fEK.dn and reals u and v with v .2 .ai>0} and tr2=tr~trl. . for each i E ~r. put o'l={iE~r.(f)<-u} and V~C'v'~={f~K. then In particular. n} of cardinality Itrl >. Thus.. is Boolean independent.A and v N A. a subset tr of {1. Z la.Vol. for all i E ~r. on the other hand. we have that U~C ~={f~K.~. I. The proof can be now completed by using a standard argument. 1 9 8 7 INVERTIBILITY LARGE MATRICES OF 195 the Remark on p. ^ ^ The inclusion above shows that also the family (U~. l<=i<=n.g. 57. by replacing a~ with -a~. i.fc. V~)~. and V~ are non-void.u _->d such that if we set U. I. l . .~. and let ]Cobe an element in the intersection Then i~O" I iEtY2 let/I Z la.e. and e. f E ~ . for some i E or. V ~ ) ~ is Boolean independent. then the family ( U . Let {a~}~ be an arbitrary sequence of reals. on M and p. iEEO'2 iEai . f E U~ and £~(f) = A then u => A which implies that v > A and contradiction. . we get that U. . for all i E o-.

tb.1. b~. • = <-. Hence. M a t h . 1 <=i <-_m.16. l<=i<=m.c.L1 of 2 vectors in 1~ which satisfies for all {ai}~=. 1 < r <--_ and every sequence {xj}. . = Ei~. <_.I < n/2..l' = 1. Then we can construct subsets z~D 1"2D''" D T. T Z A F R I R I Isr.n. Pajor [23] Theorem 3. then for any real {a~} and some d ' > 0..196 J. by addition.3.3 is false.2 . Fix c. there exists a subset r of {1. We shall use again an exhaustion argument. For every c > O.. and if we set Ily. . B O U R G A I N A N D L. we finally obtain that and this completes the proof in the real case. and suppose that the assertion of Proposition 5. I --> n/2 and vectors y. . n} such that IT!>= nl2 and aixi for any choice of {ai}i~. r and the sequence {xi}~1 in 1~.c [ ai 1") .. whenever {x~}L~ are vectors in an arbitrary complex Banach space.jxj . [] Before presenting the proof of Theorem 5. I' then I~m+. PROOF. so that Z Ib. r>-5-'"'. PROPOSITION 5. m Let no W {q~}~=lbe a sequence of r-stable independent random variables over a . The proof of the complex case can then be completed by using A. ..<5-":.. This construction yields that m >=n/2. J.. The solution in the real case also implies that. l[. {. with [z. we need one more result which is of interest in itself.

..1.~ II. if ~ is an . E.lb..x. = n J~'t i= 1 q~i d/z (oJ) 1 =n-l~"fn I1. [] PROOF OF THEOREM 5.=~'~1~=lqOi(°))bi'i)Xi[ll (~.VOI./~. 1 <= i <= n.. since./z). and let T be a linear operator on l~ of norm ]] Tl[p -<.=n-.l*) However. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 197 probability space (f~. condition (i) of Theorem 5..il. I~./x) which are normalized in LI(O. Put x~ = ~/'2 Te~ . Fix l < = p = ~ and M < ~ c .5-'"m'. the fact that m >-_ n/2.'m. .2 holds in X = IL Moreover. l' _-<2.. which implies that 2"*'.n.x. 57.1. j=l i=I This contradicts. dtx(w) --C'-"r' ~.. n I/2 Consequently. i=1 for all 1 =<j-<_ n. /=1 Ib. Since the norm in L~-spaces is additive on the positive cone we get that 5-'"cm" > [I y.'~.~ (~.~. as easily checked.>n-~.~.~ I.0 ..M whose matrix has l's on the diagonal. the above construction yields that ~ Ib. and note that IIn f Ik ~ = Ibll~. for each 1 =<j <.

. have absolute value equal to 1. Put S = T . if r = 1. also condition (ii) of T h e o r e m 5.. by duality.. Finally. It follows that there exist a constant o. Thus. We present now two examples which show that the range of restricted invertibility given by T h e o r e m 5.. [[r < e.~a. by Corollary 3. if p = oo then o.l>=c~n and i I iEcrl for any choice of {a~}~. is best possible.3. M.. we consider the cases when 2 < r N p or when 1 5 p < 2 and p < r N 2 . 1= [ o'21 _-> c2n/2 so that [[R. of linear operators on l~. . of course. J. Consequently. by Theorem 5.4. .TR.e. T Z A F R I R I Isr. such that (i) sup° IIEp. Hence. . B O U R G A I N A N D L. there exists a subset or of o-2 of cardinality Io.. [] REMARK.II I P i.. (ii) the entries of the matrix associated to Ep.")l"<(l+e)[l. . n} then II. x. for all 1 <=r<-_~. arbitrary subset of {1. } ~ and r. n} so that Io. I/p).2 . one can find a subset o. . Math. there exists a sequence {Ep.. In the case 1 < r N 2.I and apply Theorem c2 = c2(p. EXAMPLE 5. for all n.1. . Te~l[r. . R~TR. can be chosen so that H(R. IIp/n"P' < ~. As we have pointed out in the introduction. . we complete the proof by using Proposition 5. q LI.)-']I. < l + e .}~=. . restricted to R. . we also get that (. .~ of {1.198 J. The same is true.2 holds with 0 = 1/p and M replaced by MN/2. . This already completes the proof in the case r = 1.2 of {1.l~ is invertible and its inverse satisfies II(R TR ) '11. for all { a . for each such r..2 . including 2. for all r between p and 2.. e) > 0 and a subset 3. 2 . For each p ~ 2 .2 with the notation c~ = c(MX/2.~[a. .< 1 + In particular.1 in both cases: rectangular and square. as above. n} such that [o'21=> c2n and IIRo SR II < /4Ko.4.~SR.

by Corollary 3. for some subset ~/ of {1. T h e o r e m 5. otherwise R.R~ restricted to R d 7 is not "well" invertible in 17._~ I1x. IIA. . @ ej p dp.+= Jl(I + n-'/~'E.j ~are symmetric independent random variables on some probability space (~. . .2 .') of ( ~ . .i(to'))~. . This means that. each of which taking only the values + 1 and . .e.1 cannot be improved so as to yield restricted square invertibility. it would also be "well" invertible in 17 when further restricted to a subset ~r of r/ of "large" cardinality.d = (to) E. of E. then. (to). of {1.. when considered as an operator on l~. n = 1. Indeed.. A p . .. ] ~ . (to) be a n x n matrix whose entries (e. = ~/rr/2 -- g.E'..2 . .. satisfies liE° (to)ll.(to) i.. T h e o r e m 5. which are on the diagonal. I < m. (2) The adjoint A*. n} of cardinality proportional to n. Before presenting the construction.2 . . . = 1 but lim. 57. Furthermore.~ V~r/2 . ® e.j (to') e.1 is false for 2 _<-p < r. (1) sup. . (3) Corollary 3.j (to))7. to any set of unit vectors of cardinality proportional to n is not invertible in 17. by (iii).. ../z).)x° IJ. (to)ll. 11. lip < ~ and the entries of the matrix associated to A. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 199 (iii) for any r > p and any subset ~r. . . . n/t a... .2£. there exists a vector x. R .. n} with sup.4 is false for 2 ~ p < r since if R . let us point out some of the features of the operators A. i. so that lim. p.2 .. were a "well" bounded operator on 17..'(to'). as n-+oc. for any l < = r < p ' and any crC{1. Fix now p ~ 2 and note that the norm IIE. = I + n-~/P'E. . L ~ ' . n} of cardinality proportional to n. (to)] < (to')le. for r > p. Let (gi.Ap.j=I . This again contradicts (iii)..2.A~. fix n and let E. contrary to (iii). with r' > p.R~ restricted to Rfl7 would be "well" invertible in 17. .. ~ [e. has the property that R.1 ..Vol..~=z be a matrix of symmetric independent Gaussian random variables over an independent copy (~'..j=l .. of Ap. in the range 1-<_ r <p_-<2. In order to describe our construction. = O. i.. the restriction of Ap. tend uniformly to 1. / z ) . E .

. PROOF.. .~ lIE.. Let o% be the family of all the maps q~ which take the set {1. Hence. 1 _-<i <_--n. . we need the following lemma..X.j(to))~"4=. B O U R G A I N A N D L. for any p' = q _<-p. Math.k(w)] i=l I<-k~n k#i • . y dP'(to)) '. n }} dt~(to) _<_Dn3/:(log ny/2...=~ l max{2maxlj~e.~(to)e.(w) i=-I ] E . and observe that ] ~ I <= 2" • n" • 2 ~ = (4n)% Put m = [log l ~ I] + 1 and note that 1 i=l jE(r -<l°l/! ' ' ' max 1 2 0 . ..{O~}Ld. l (Note that the same argument involving the use of Chevet's inequality actually yields that f. we have J.. . ¢p E . of symmetric independent random variables on a probability space (l)..(to)e. <_ Define Ap. dt~(to)<=5. by Chevet's inequality [7] (see also [12]). T Z A F R I R I Isr. (to) = I + n-'/P'E.t) which take only the values + 1 and . = +.~T and 0.5.1 . for all 1 _-<i <= n. ~ llAp. ei.m < e max = u E '71l L (u) . we get that .. There exists a constant D < oo such that. . . .) In order to prove condition (iii). . . n} into itself in such a m a n n e r that ¢ ( i ) ~ i. LEMMA 5.(to)ll.¢.. for any n and any matrix (e..1 . ./. n}.200 J. . IlJp.d~(to)~5. J..(to)ll. . (to). crC{l"~ . Let ~ be the family of all the triplets of the form u=(o'.(to)ll~dtt(to)_ 7rn''~'. which range over all o-C {1.2 .2 . and observe that to ~ ~.

57. i=l lNk~n jeer for any choice of ~r C {1. e'/. .(¢o). by Khintchine's inequality in L.VOI. ) t <=2Dn'/2 " (log n )'/2.. that the families (e'/.~ are independent. n} into l mutually disjoint subsets so that l =< d log n. . is. q~. .2 . .)lLp ~ 10 and 2 max [ ~ ei. n} so that K=sup n and choose an integer 1 _-< i. 1987 INVERTIBILITY OF L A R G E MATRICES 201 where. • Z ( I ~ I I ' ~ I ) " 2 < . T h e r e f o r e . )ej..~. ( f L ~ . )ej.. . . for this particular choice of q~. fix ~. .. <= n which ensures that I ~'~ ej.k (~on) l <=2Dn312(log n )'/:. for each n.1 ) • k=l This completes the proof. / x ) . there exists a particular {~k}~=l of {1. [] We return now to Example 5. Thus In general.. n / ( V 2 . .k _<. for each fixed 1 <_.k(co))'/e. . for any fixed u = (~. for a fixed j E o'. Now. (ii) ¢P(nk)N r/k =Q~. we have that I L ( u ) <--B.(to. . n}... C {1. . {0~}7=1)E a// and verify that. However. for all 1 _<.5 and the estimate in mean for the norm of Ap..4. there exists a point to..2 . and (i) ]~kl<=n/2 k.cn(to))'/~. p. .. 1 i=1 iEft I Fix now u = (or.k(w. we conclude. {0~}7=~)~ al/.h (tO) and ej.~.I.. for some constant d < ~c i n d e p e n d e n t of n or p. in view of the fact that Khintchine's constant 13.~(w. .B .~(to) need not be independent since q~(i) might coincide with h. <_-~/m...k -<_ l. by (ii). as well known. E l l such that II&. (¢o. jEcrn . By L e m m a 5.2 .i~n~ and (ej.

'"/(I o-° I .1)+ n-"P'+ Ij~. . ~ .(o~.. whose n o r m satisfies I .°. L e t r > p and consider the vectors I1 lip' x.6.2. lip < % (ii) the entries of the matrix associated to Gp. II. I . I .R ~.1 . k ¢ i..2 . J. .... for n sufficiently large...II. . for all 1 <= k -< n. I <-. as n --->oo. (w.)x. EXAMPLE 5.. n (oJ. I <--.)x. <= n"P'/(l o'.. ] < % we have lira IIR . for 1-<_k-<_n. .. I+ n and it is easily verified that 1/r • max k~in le*~A..1) <= K(21n '/p-'" + 6D(log n)mln ''''-''2) •--> 0.)x. [] For each p > 2 . n=1.n'/P'/(l~r.. = ~. 1 ~ Iix. n} with sup.1)+ n-"P' + (2Dn"~(log n) ''2 + 1)1( I o'. )In '/p' and.l) j~i. 1 ... as n--> oc.. .. I . Gp..202 J. (w. of {1. This c o m p l e t e s the argument.. I.}]=..)x.. . we obtain that II Ap. we have that IIAp. <-I e*. j e *Ap.. tend to 0. (~o.. I . = e .1)'"'--> 1. n/I or.. On the other hand. = e .. Thus. ~" j~i.)x. Math.(o~. n Gp.)I/(I oo T. "I-ZAFRIRI Isr.(w.. e.e~. BOURGAIN AND L.1). (m. of linear o p e r a t o r s on l~ so that (i) sup.. le*A. N.(w.ap.k (w.)x n IIr ~ nl/r+l/P'/( I O'nl--1)+ (3On'"+'/2(Iog n)'/2)/(l o'. ~ 1 + n"~'/(I o'. k ~ i . . as n---> % (iii) for any 1 _-< r < 2 and any subset ~r. .)x. e u ° ( w " ) e ' . there exists a s e q u e n c e {Gp.)e...1) + n-"~'le*E.

R~... IIBp. . (2) Corollary 3..~B~.j (w))?=l.. }~.. as in Example 5. .. by using Chevet's inequality. Fix an integer n and p > 2. t/l .1. ~. < contrary to (iii). for the sake of simplicity... with sup.R ~.(oJ)llpd~(w)V~rl2k'/P'n~/P'(m~'2-~/Pn~'P _ <+ m'/P'). that k divides n. Indeed. then. implies that f llG. Theorem 5.. 57.(o~)[I. ) • eh)~ej Then.Vol.. and also for 1 =<p < 2 and r>2. However.2 .2.. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 203 We can draw the following conclusions from the existence of the above sequence {(3. each of which takes only the values + 1 and .: (1) The operators Bp. take k = [n ~-2/p] and suppose. as n . < for some 1 _<-r < 2 and {~.(to)=n-'Z"~__1~=le. and sup... .2 . We pass now to the construction.dt~(o~)~3.II. if sup n 'II.B . i. and.oo. .R. n } into mutually disjoint subsets.}~=~ satisfying supn nil ~..=. by Corollary 3. . which. each of which has cardinality equal to k. 1< ~. . Put m = n/k and let {rt~}7'=t be a partition of {1.1 cannot be improved so as to yield restricted square invertibility for 1 _-<r < 2 (where we have only restricted rectangular invertibility. the operator R.~ .B. for p > 2 and 1 < r < 2. by passing to independent Gaussian random variables.1).. = I + (3. Let (e. is not well invertible..2 applied to the operators (R ~./x). and define Gp.4.e..(oJ)((h~n.)--1. of cardinality proportional to n. . we get that fn ll G.• n = 1. . have diagonal tending to 1. for any choice of 1 =< r < 2 and ~r... . by T h e o r e m 5. so that sup II R n .]-~ be a matrix of symmetric indepenent random variables on a probability space (fl.. lip < ~ . n = 1. in view of the condition imposed on k.. ..... of or..4 is false. ~ one could find subsets 1-. .

(to. we have studied in this section only the restricted invertibility of matrices with l's on the diagonal. Since there are also interesting applications in which the corresponding matrices do not satisfy this assumption we present now a variant of Theorem 5.13.)oo ' as n ~ ~.1 that applies in a more general setting. there exists a constant b = b(p. THEOREM 5.=n '/P'lo-. NTI..and M < oo. .. l" t'" . Te. 11.'llp/K--. Note first that. C {1. and a. -<_m with the property that Io.1[ ~ e..)x~. Fix now 1 <= r < 2 and define the vector hE rti n and note that llx. the case 1 _<-p < 2 reduces PROOF. Ef~ that satisfies IlGp. for all n...204 J.. [or every l < r = 2.. .[<=K.ll.. n Then one can find an integer 1 -<_i. .Gp.I>=k/K. M ) > 0 such that. Math. r =n ""'1~° n ~.2 .(to. {ai}. n } such that l1" l >-_bn II ( >=b Z l a . '/". B O U R G A I N AND L.~... Fix K < ~ and choose a point to. I[R. [] So far. For every p >-1 . n} be so that sup n/lo'. = 1. for all . J..(to. there exists a subset T of {1. This proves (iii). whenever Z is a linear operator on l~ for which II Zllp --< M and fll ell then. and let ~r. n r/. q-ZAFRIRI Isr.)l[p _-<3. .7..)ei[I } . On the other hand.. by Proposition 3.° '"" I~° I"' n a 2/. . 2. .

n. j=l i=1 =< X/2 B i M p. for every integer n. Suppose.e. "= 1 d~ _-> II s II1/V2--> n. Let s = (E.57. As in the proof of Theorem 5. 1<=i <. = p de --< B~lls[l~ = Bp s.~]c. let Bp denote Khintchine's constant in Lp and put = BeM Tei . there is a subset of cardinality > n'-E onto .1.= Is. by using Theorem 5. Then. 12) be the square functions of the vectors {x~}? i and assume 1/2 that s = Y? 1s~e~. we complete also the case l<r<2. by Proposition 5. we complete the proof in the case r = 1. [] We conclude this section with an application of Theorem 5. whether there exists a constant K < ~ such that. I2 II ~.. condition (i) of Theorem 5. therefore. for each 1 = i =< n.2.(V-2 B g M ~ Y -''" " from which one easily deduces that . Ip <=B. V-2 B ~ M p ln~/" <-_ fll II e~x. which is already covered by T h e o r e m 5.VO1.'=I ]x. Then. by our hypothesis. we check immediately that also condition (ii) holds with M replaced by X/2 BPpMp and p = 1/p. e > 0 and every set of n characters. = le*(xi)[ 2 12<-_l} =sup{~'.cie*(xj).1.3. 1987 INVERTIBILITY OF LARGE MATRICES 205 immediately to that of matrices with l's on the diagonal. that p > 2 . Thus.7 to the A2-sets problem.2 holds for the vectors {x~}~-i in l?.x. s. i. Thus.

given a finite set A of characters on a compact abelian group G. Fix n and let {w~}~"=~be the sequence of the Walsh elements in /~". c > 0 and r/C ~r.e.7.. with ] 77 ] . D. 2 i. Math.c • 2". ~or some universal constant c > 0. It follows that there exist a constant b > 0 and a subset ~. a variant of which was observed before by V.we. moreover. Since sets of 2" characters cannot contain A2-sets of cardinality proportional to 2". Let {W~}7=~ denote the sequence of the usual Walsh functions on [0. we have W.cV2"=b. one cannot expect to prove that the L~. 1 <=i = 2 . W. >-_blnl/V2">=b. = ~/2 n-I . .~. and 3" a3`')l LllG) 3`EAo for any choice of {a~}3`~...c 1 W. there exists a subset Ao of A such that I~1 --> c IA I. . Then the inequality above implies that.=~e.. of {1. . . More generally.and Lz-norms are (bc)-~-equivalent.. f . i.=~. The operator T on l~.7 that. on "large" sums of elements from {W~}~.. 1]. Milman and G. it can be derived from T h e o r e m 5. defined by m Te~ w~f~/2".206 J.l>= b ' 2 " and This statement can be interpreted better in the setting of function spaces. is clearly an isometry and.e. etc. J.i=1 ~ i=2n-l+l e. .. .e. for any n. ~/2 T satisfies both conditions of T h e o r e m 5. We present here a partial result.and L2-norms are K-equivalent (recall that W.. Pisier.. 2n 2n-I 2n w. B O U R G A I N A N D L.2 . T Z A F R I R I Isr. whose linear span the L~. the L~. n} so that ]~r. i--I w.e...and L2-norms are equivalent on {W~}. i. Rudin [25] gave a positive answer for e = ½).

~ X is a linear operator of norm I[T ][<: M whose matrix relative to {e~}. X is a B a n a c h space with a normalized K-unconditional basis {e~}'~' ~ which satisfies a lower r-estimate with constant cr. we recall that the unconditional constant of a basis {e.. weaker. THEOREM 6.1 requires a preliminary lemma which is essentially known. for all {a. c.a~e~. that the underlying spaces have non-trivial cotype or. Such a basis is also called K-unconditional. The method used here is completely different and. Por every K >. as before.) The proof of T h e o r e m 6. . . There is another minor restriction. there exists a constant C = C ( K . r.}'. in some sense. Before stating the main result.." ~ has l's on the diagonal. ¢.1. e) < ~ such that. . whenever n >=C. . is (R. However. M >=l.. aiei >=c~ i=l I a` I' . the rank of the "well" invertible submatrix that we obtain by the present method is not necessarily proportional to the rank n of the original matrix but only of order of magnitude n ~ ~.e. denotes. We have not checked whether one can find well invertible submatrices of rank proportional to n.. > O and l > e > O. 57. i. }~' . l < r < ~c. n} of cardinality I ~ l > n ' ~ for which R¢TR~ restricted to R . .~=la~e~) = E~.l.TR~)-' 1[<~ D. than the unconditional basis under consideration satisfy a non-trivial lower estimate. In this section we present an extension of this result to the case of operators on spaces with an unconditional basis.Vol. namely. with e as small as we like. Operators on spaces with an unconditional basis In Section 3 we proved an invertibility theorem for operators acting on I~. X invertible and its inverse satisfies I[(R. and T: X . then there exists a subset cr of {1.2 . 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 207 6.. simpler than that used in Section 3. for all {aJT=. M. the restriction operator defined by R~(E.-spaces whose corresponding matrix has l's on the diagonal.' ~ is the smallest constant K so that for any choice of scalars {a~}'L~ and signs {e~}~ 1.

For m = 1. PROOF.x' be a polynomial of degree m which satisfies Ip(x)l<= 1.2. J.1.}7 . BOURGAIN AND L.~= 0 and b. Put S = T . -< i=0 [] PROOF OF THEOREM 6. H e n c e . i. Te~ = ~ a~.~ = 1. TZAFRIRI Isr.)b~x'((m+2)/(i+ 1 ) . be the matrix of T relative to the basis {e.}'L~. be the matrix associated to S.l ) f = < m + 3 . By our hypothesis.1)/(m +3)<= (m + 3 ) 3". by the induction hypothesis.1. i. By integration. from which it easily follows that 12~=..i).I and let (b. Suppose now that it is true for some m and consider a polynomial p ( x ) = ~m+l -~ =. and let {e~}p=t and T satisfy the conditions of the statement.1 +(m + 1)(m + 3)3"+2< (m +4) 3'm+'>.j-. i. again.208 J. for 0 ~ x = 1. Fix m and let p ( x ) = ET'=. i. M. Note that there is no loss of generality in assuming that K = 1. for all 0 =< x --.j)~4 ~ of rank propositional to n which has "small" entries. r. i # j. for O<=x <=1. for all 1 =< x -<_1.e. and e.e.+. We shall proceed by induction.b. and also rn O<=i<=m. b~. Math.~)74=. I b. max I b i l ~ ( m + 3 ) ( I~-.) b~x~ of degree m + 1 which satisfies IP (x)] _-<1.x'/(i+l )] <=1.. the assertion is trivial. lb. that {e~}'~' ~ is l-unconditional. rb~ ]/(m + 1)(m +3)=< [b~t((m +2)/(i + 1 ) . T h e assumption that {e. a~.. for all 1 _-< i. we get that '"+' i =0 ~. b.jej .e. c..]<=(m+3)3"+2.i <: t-?1 3~.. for all 1 -<_ i <= n. ]b.'. satisfies a non-trivial lower estimate is n e e d e d in order to select a submatrix of (b~. Fix the constants K.e.j = a~. Let (a~. j _-< n. h. M o r e precisely. Then LEMMA 6. I = 1 + Y. since .j.. j=l 1<=i <=n.

j E r/. For oJ E fi. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 209 M' ~ II Te. for all to @ f~. . b~lj'(oJ) = ~ "/El'i. ' ~ ....~. (I) n and... / x ) taking only the values 0 and 1.e.Vol. We introduce now the following notation.2 .j=~ be the matrix associated to the /-power S(¢o) ~ of S(to).. and thus. .~n. n} of cardinality [r 1 t>_ n'-~¢ l16 so that J~n I b. . . be a sequence of i n d e p e n d e n t r a n d o m variables of mean 6 over a probability space (fi. <-(MIc. j=l for all 1 =< i <= n. by integration. I1' =¢. I' = ~ jEn jz:i I a. . S(to ) = R. I_. ... let (b~. 57. j). .. n"..j Then and ~ o ~ = ~ ' ~ . . . j) E F. j E r/. ( ~ ) = 1}. .'b. for l being a fixed integer so that l > 3 r / 2 r 2. i. ' ~ . it-~.. j=l a. I' for every i ~ ~.. _ . < for all i. I (MIc. ih E 17... For fixed integers i.. i2. I'._.. E . i..~onSR.s -. . T a k e 6 = 1/n v" and let {~}. d e n o t e s~=b. put n ("-') = {i ~ n . . ~ i.. with z = e2/16. i2 . put F. ~.j (oJ))~. In particular. .l'.~"'b. i. for 3' = (i..MIc.. .)'ln'...{(i..)'~la.. 1 <=h < I} and./ s~cp~(oJ). ' ~ s. it follows from [13] or [4] that. we conclude that t b. there exists a subset "0 of {1.. . .

This sum has at most (2/) 2~ • n h summands of the form s~ • s~. M/c.)2'. [_-<(M+ 1)21. T Z A F R I R I Isr. B O U R G A I N A N D L. for each 1 -<_ h _---2l + 2. l~h~m I b h 1 + 6 " + ' . 21+2 h=l for a suitable sequence J'/~ 12/+2 of reals. bh is the sum of all the products s~ . n "-21"/" + 3 m÷l. (M + 1)21.210 J.M/c. we obtain the existence of a . ( 2 / + 2 ) max en<h~21+2 <=m(21.=~ 2l+2 ON ~. by using L e m m a 6. 1__<h__<2/+2. Thus Ibhl<--(2l. l~hN21+2 On the other hand.! ~h+ Z h=ra+I lb.s~.. Math. J. We are now able to evaluate the expression E~t_-+~bh~ h. that max [b. ( 2 / + In view of our concrete choice of l. h=l for all 0 _-<x _<-1 (and not only for the particular choice of x = 6 made above). observe that.2. (M+ 1)21~ f. ( 2 / + 5 ) 6"+'.I ah max Ibh[ 5 ) 6/+7. each of which is bounded by (M/c.) 2' . Since t~. • n " ) 21. b~x " = < ( M + I ) 21.J. [[s(oo' 112d~(~o) ->-f I "' l 2 GG'q~(oJ)q~'(w)dtx(~o) = f~ ~" 1 %'y'fil-i# =Zb.nh-2"'. for which the union 3' U 3" contains exactly h distinct integers. We choose an integer m so that 1/T < m < 2/r and use the first estimate for bh with h > m and the second for bh with 1 =< h =< m. =<m. m and 6. we get.. It follows that 2•+2 ~ 21+2 Z b~Sh<-h=l h~I lb.

(~o) )2 (2C1)t/2..max.1 II= IIS('oo)kll tls(~ooP÷" II h=O E IIs(~oY II • IIS(~o)~ II ~ -<C.-. Since r < 1/16 it follows easily that there exists a constant C2.~.TR.)12d. max i. for n _-> Cz. h=l for all i. .... independent of n..o)'lld~ <' Hence.o)I1=~I Put C = 21. one can find a point ~Oo in the set such that I] I ~ s (. n2-1/2~1..e.-... we have ~ IIS(.j~n (I Ib~2(.fn Ibl!~(~°)ldlz(°J) l _-< n 2..o)12dtz(oJ)= l b...162'" } and note that the inverse of Re(~o)TR~o) restricted ~ k~O I-I u ~0 h =0 |-1 u =0 to R¢(~o)X satisfies II(R.. 1 9 8 7 INVERTIBILITY OF LARGE MATRICES 211 constant C.. j E 7.Vol. so that Ibl!}(. 57.Hence < n 2..5" <= Ct(l/rl l/~ + l/nl/~")<=2Ct/nt/v~...) .. so that. max{ tlS(~oo)ll. independent o f n. !IS (~Oo)'-t t1. IIS (~oo)2II.

has 1% on the diagonal. . which is defined by Te~ = P~e~/e*P~e~ . we conclude that.}. e) < ~ such that.7(. and notice that.}.e. cr. Furthermore.]. of course.2 . by Theorem 6.212 J. Consider now the linear operator T: [e~]i~ ~ X. at least for one of the factors. . in view of the fact that r = e2/16.3. n} of cardinality [7/1 -> n/2 so that e*Ple~ >=1/2.n~-2"-v~/32 > nt-3v. improves Theorem 1. since oJo E D. .1 can be used in order to prove the following result which. [] . 1 < r < % c.. there exists a constant D = D ( K . Hence. then there exists a subset cr of {1.1 from [6]. as usual. it is is easily verified that o = T .)1 > n This. whenever X = X .. Math. ./16Hence.~. the biorthogonal functionals associated to {el}7=.c. .. B O U R G A I N A N D L. 1> n '-~ with the property that at least for one of the factors. and its matrix relative to {e~}. and the projections P. . associated with the above direct sum. completes the proof. COROLLARY 6. be. it follows that I r/(~oo)l = ~ ~ (too) >_--~1"0 t/2 ->. Let {e*}7=.2 . . M. R . This already implies that {P~e~}~e~ is 2CK2M-equivalent to {e~}i~. TR~) -j I[<=C. respectively X2. D PROOF. and P2 onto X. [] Theorem 6.~ is D-equivalent to {e. r. This operator clearly has norm=<2KM. for n sufficiently large. J. (ii) there exists a linear projection 0 of norm IIQ I1--< from X onto [P.. T is an operator of norm =<2 K 2 M on [e~]~e. Therefore.1. there exist a C < oo and a subset ~r of r/ of cardinality Icr I> (n/2) '-~ such that II(R. say X. one can find a subset r/ of {1. M >-_1.~.~.. say X. we have 1.. 0 X2 is a Banach space with a normalized K-unconditional basis {e~}7-1 which satisfies a lower r-estimate with constant c. i E r/. n} of cardinality I.. i E 71. For every K >=1. . the following holds: (i) {P.]. have norms <=M.e. in some sense. T Z A F R I R I Isr. Furthermore. > 0 and e > O. (R TR ) is a projection of norm <-_2 C K : M from X onto its subspace [Pte.

the main result is an extension of Proposition 4.2.}~'_l of norm one or about one.1. we proved invertibility results for "large" submatrices of matrices which map the unit vectors {e~}. = i~. THEOREM 7..b.h. The first step in the proof is to pass from the function space framework to a sequence space one. (g. K. put x. for all 1 <=i <_ n. Let {ej}~' z denote the unit vectors in l"p and. The boundedness of the matrix is equivalent to the existence of a corresponding upper estimate for the vectors {x~}~=~while the assertion of restricted invertibility can be interpreted as the existence of a lower estimate which holds for a subset {x~}~e~ of cardinality [or[ proportional to n. Forevery l < p = < 2 ... In some sense. 1 9 8 7 INVERTIBILITY LARGE MATRICES OF 213 7. i. we have . which satisfy the conditions (1) and (2) of Theorem 7.Vol.)l e. Ip)'Q for any choice of {b. for 1 <=i <-_n. h..) I(g.. respectively Lp. without assuming condition (i) there. and (2) l(g.)l >=c. ."~ into vectors {x..2 .. then there exists a subset cr of {1. lip <: g(~7=. 57. t b. . Fix 1 <=p <-_oz and let {gl}7-1 and {h~}~'=~be normalized sequences of functions in Lp. respectively Lp. The purpose of this section is to present a quite general situation in which lower estimates hold without assuming the existence of suitable upper estimates. LEMMA 7. for which (1) IIET=... ~ (g'' h.1. n} so that Itrt>= dn and for all {a. A connection between these two settings is given by the following very simple lemma. K < ~ a n d c > O . for any choice of {a.}7:1.}7~..4 to the present setting.}i~. whenever {g~}7 J and {h~}7-~ are normalized sequences in Lp.e. there exists a constant d = d(p. . c) > 0 such that. Non-operator type results So far. .) Then. h. h.

)lg.h.. J..}~=. i=I la.E. i=1 ~ b i z .. k} with I zt[>= k/2 and vectors {y.}l=l such that IlY. Then one can construct subsets ~'1Dr23"'D~-~ of {1... we put bl. By linearization we get. J. l _-<i < I. PROOF... h. h. m steps when the set ~"+1 = {j ~ ~'" . For every l < r < p < = 2 .~t ' i=l xO'~ "it j=l =sup {l(~ • =1 a. l(g. whenever {x..k} of cardinality f rl >. ~ j=l bjlP'_-<1} ~K i=t 2 a . Suppose that the assertion is false.2 .U =(j~=tl~__lai(g.. there is an a = a ( p ..x.}~=l is a sequence of vectors in l~. for any choice of {a.214 PROOF. For those j ~ ~'i ..l(g.). The procedure is stopped after. [] p" We need also the following lemma.)l [ =sup " (~. a'~g"n~ Ig. TZAFRIRI Isr.. I >=cEla. I for some c >0.)l g. h.j = O.(g..=~a.. An easy computation shows that .h..2.hj )l . for which i=l a. } iIb'j Ip < 1 ~ = 1 has cardinality < k/2. then there exists a subset "r of {1. LEMMA 7.<c/4 jEl"i and jC~'i l<i<-l. (g.. BOURGAIN AND L. r ) > O such that.) ~ j=t b.h.h.x. say.ll.) P) I/.3.}7=~. k and all {a. We use again an exhaustion argument. that Ii.. Math.k /2 so that II~a'x'llp>C'(~'a'lP) for any choice of {ai}.

.o ~ ' c ' k >'" ]~ i=1 q.j d l ~ ( W ) .22/p " a • k '/"'. by our assumption (with a to be determined later). cm ~:p • k I:P'I4 => >=c" /=I l i=l ~b. E. Then.'=~ which satisfy the conditions (1) and (2).j dl~(to) =c... rn ~'p • H~O.e.k"llq.. Choose 1 < r < p and let a = c~(p. r) be given by Lemma 7. .2 '/' . ~) which have norm one in L~(fI.ll. i=l for all 1 =<j <= k.~(to)b. 57.. 1987 INVERT1BILITY OF L A R G E MATRICES 215 k <=2m. j=l i=l >=m / 2 ' : ° ' . 1 " / 2 ' " . 1 > 2"~/P'--2 2+2/p "ct" II ~. Fix l<p_--<2. as readily verified.t.j IP • However.Vol.t P -~c. which is contradictory if t~ if chosen small enough. k'/P'14> ~ ~ I b.. j=l '= Ib. ~).. K < w and c > 0 . and {h~}'. and consider sequences {g~}~'=. [] PROOF OF THEOREM 7.o~. k II q'.]lr.l~<=2..(to)b.ll.. Let now {~b~}~ be a sequence of independent p-stable random variables over a probability space (l~.t]. we have ~lb. Thus m ':p.3. E. i. I b..

. . r.h. Math.) r(g. .' h. J.(e).h. ei(g. K. Thus. by [13].. u(e)) = . respectively 17 '~. for each i E cry. ..(e) = ~ . we get that ( \ . we have (x.. for each tuple of signs e = (ei)j~. put J~...e*. = sup / /=t i=z for all 1 <= i -<_ n... hi)l p "< 0~ " C / 1 2 B r .) ](g. Let {e~}. h. iff~ri Then. By (1)..2 .. . t'. \ ( g. consider the vector u(e)= ~'~ e.. h. h. stand for the unit vectors in l~..)l = e. the matrix {(g... .. ~ (g.72\ I/~-' B. .~./-4=.. and....)] + v...)l " t/i By Khintchine's inequality in L. where B. BOURGAIN AND L..) (~'' h..216 J.. ~ { . ... ll/r/12. + 1}~"'l.) where v.. h. has the p r o p e r t y that \t.. . c) > 0 and a subset tr~ of {1. iE~."'l.)lej.. TZAFRIRI Isr. h... h.(g...1.) [(g. d e n o t e s the constant in Khintchine's inequality in L. h . )l" < a " C" I cr. ](g.r. I(g. and {e~}. n} such that ]cr~l_-> d~n and I(gi. one can find a d~ = dl(p..

J E o-e.(~")1" >=c. . l . for all j E o-2.).l' i 2 ..~2 ~. c .. T h e proof can be now completed by using L e m m a 7.. write a. .~ so that gO'.(~')V' j~a2 t + j 2 I~. we conclude the existence of a subset o'2 of o-... ~ { - 1. Y. the conditions of L e m m a 7.e.}.. for each tuple (e. one can find in g extensions e' = (e'j)j . by using [27] or [29]. respectively (O~)i<... iE~2 I~. .~.~2(bj+iq)(e'. l-. hj)]lj ~ ai(v~(e')-ivj(e")] j~:o': =>c. By the above choice of 0"2.3. + iq with b.)j~o..o ..n/4 so that aixi p= 4 • ~ for all {a~}~E~.).3 are satisfied...2r""/4.. i qv.). of cardinality k = ] o .~ and (0'. i.:. 2 la. jEa'2 >= ~.l' j Y.l'"'" j E . Fix scalars {a. and choose signs (0})/~..2 I > ] m ] / 2 so that. > _ T h e r e f o r e . = ]b ] and qO. 57._. I~..x. cP. 1987 INVERTIBILITY OF LARGE MATRICES 217 Consider now the set g= { (e. :o..2. 1'"74 I and observe that Ig I>...-ie'i)[(gi. of (0~). there exists an extension (e~)~.1r //2 ~ I >=c Y.[jEsT2 t' ~ Y2 [a. and ci reals. It follows that 211..Vol.. [] .~. ll. k ' " ' . and e " = (e'.~.. there is a subset r O f O"2 o f cardinality Ir I>=k12>= d. E g. = b.(e)( I )'" < o~ • c " [rr. la..+l}r~". = l q 1. la. Consequently.

Notice that the method used in Section 3 to obtain 6p(e) does not yield directly a function satisfying the above condition. of norm I[S lip --<1 whose matrix relative to the unit vector basis of l. = l ~ IP-~(sgnf. n } such that I tr [ >--dn and I1. fA l[. thereexistsad=d(p.SR~ lip < e holds. R~ denotes the restriction operator. The following immediate consequence of Theorem 7. J.find mutually disjoint sets {A.. has O's on the diagonal. also that ~(e)> ~ k. T Z A F R I R I Isr. . for some k = k(p) and all 0 < e < ½. [] 8. it was proved that. Take g.~.}~=I with the property that COROLLARY 7. B O U R G A I N A N D L. This implies that all the estimates obtained in Section 4 related to finite-dimensional Lp-problems are of a polynomial nature. . and h. for some subset ~r of {1. . .. Math.1. R e m a r k s on s o m e estimates In Sections 1 and 3. n} of cardinality I~1 =>~(~)n.4.218 J. PROOF. . As usual. Clearly. whenever {~}7=~ is a normalized sequence in Lp [or which one can . which is similar.11 for any choice o[ scalars {a. from the definition of 8p(e) it follows that ~(~-~')-> ~(~)-~(~') and. then there exists a subset cr o]: {1. /~./11~. whenever S is an operator on l. the inequality HR. .c)>O so that.1 describes the most common situation when this result is used in applications. Forevery l < p < = 2 a n d c > O .lPdl~ >=c. . therefore. . is left to the reader.. = ~. for all 1 <=i <-_n.11~. and apply Theorem 7.)XA. for every 1 < p < ~.2 . We present in detail only the case p = 2. . We shall show in what follows how to proceed more effectively. . then..2 . = ~ .}. there is a function 8p (e) such that. l<=i<=n. The case of a general p. o.

1. we shall denote by II wJtp~q its norm when W is considered as an operator from l~' into I~. it sutfices to take "O={l_-<j <= n. [] PROOFOF PROPOSITION8. it follows from Grothendieck's inequality and Pietsch's factorization theorem that there exist non-negative reals {Aj}. Aj->_ e}. there exists a subset rl of {1.tz') and (IF. We also recall that the matrix (b~. in order to complete the proof. be two .TII= < PROOF. PROPOSITION 8.2. is defined by We. ~".1 requires the following lemma. /x") of ( ~ . / x ) and let {~}7=1 and {~:'~}. for any choice of {b~}?_~.2 .j)?=~.~ ~. {~}~=t is a sequence of independent random variables of mean 8 over some probability space (i). = ~ b~4e . take m = [Sn] and let T: 17---~ l~ be a linear operator of norm =< 1. .=. LEMMA 8./x) which take only the values 0 and 1.Vol. such that and (2) ~/=1 (~m=l aijbl)2/./~) 2 and (ii) IIR. ~ .}~=1 be a sequence of independent random variables of mean 8 over a probability space (l-l.~'. . m = [Sn] and T: 17----~1~ is a linear operator of norm JlTtl2 <--1 whose matrix relhtive to the unit vector bases is denoted by (a. 57. Let {~. .s)'f~. then fn II~ i=1 ~i(t°)a"i@e'lJ2-tdP'(t°'<=C~l/8mt/2 ~-~ i=1 The proof of Proposition 8.. Choose now two independent copies (IT. 1 9 8 7 INVERTIBILI'I-Y OF LARGE MATRICES 219 Since the considerations below involve different norms for a linear operator W: R" --~R ~. Fix 0 < 8 < 1 and an integer n.E. ~ j=l 1<=i <-_m.1.~ <_~~7~=1]bl [2.. n is an integer.~. There exists a constant C <oo such that. Instead of II WIIp~p we shall continue to use the notation [] WIIP./~) taking only the values 0 and 1. corresponding to the operator W.=. . n} so that (i) Inl<=K~(ilZ]12_. As we have already seen before. E.Then. For every linear operator T: l'~---~ l~ and every e > 0. whenever 0 < 8 < 1..

Z~.220 J. respectively (if'. .'(o-.~=~ ~(o))aue~@eill2~ dtx(o)) i~ =<f./x'). Math.l]~.¢o.2 with e = ~i~/s to the operator T~. For oJ'@ ~' and o)"@ ~". Fix o ) ' E l l ' and apply Lemma 8....~+To. II2)d~(.')dtz"(o)") F 1" (]n(~o')nr (~o)I IIZo.n...2.¢~.. ~i(to ) = 1}. II=_. .. It follows that there exists a subset rl(o)') of {1.~. J. B O U R G A I N AND L. t t ~-"(~o")= {1 _-<j < n. and (ii) IIR~. we shall set "r'(~') = {1 ~ j ~ n.8.)d~ (.o") = ~-'(.7=t.. by the estimate for l ( r ) obtained in the proof of Proposition 1...(o9") = 1} and ~-(o~'.~L. I~(..i)?=~.~. we conclude the existence of a constant A < oo such that .ll2-.7=tis the matrix corresponding to the original operator T../~")...II~< a ''~..¢~. ~..o'.o").... (ll R. E"..") ll~ IIR.) ZKo$"~f I1T~.~ n ''= dll' However.ll2-. where (a~. Then we get that I = f. .... which again take only the values 0 and 1. ~'....: which is determined by the matrix (~'~(oJ')au)7=~..10 together with Proposition 1..+llR.. sequences of independent random variables of mean X/~ over (f~'.") n ¢'(..)d. n} such that l'~--->17 (i) ] n(O)')[ <<-Ko~3-1/all z.n.d~'(~o') + a-'.Z'.Z~.. T Z A F R I R I Isr.

n}.. Kashin [15] for the upper triangular projection A + of a n x n matrix A. j=l t cj t2 < 1 <_-8A (6n) '/z. endowed with the normalized invariant measure A. whenever A is a linear operator on l~. Proposition 1 can be also used to improve an estimate obtained by B. . S.3. Consequently. is replaced by 81/~.dA (~r) <=C.n ""-":. of course. Before stating our result. There exists a constant c > 0 such that 62 E ) >C E ( ~ for all O < e < l. we get that . i. PROOF. and assume. then fA ll(A~)+ll:~. one can show that. if ~r is an element of the symmetric group A .~0~)~i=~.. there exists a constant G < o~ such that. and A = (a~4)~=~ is a matrix acting as a linear operator on R"..e. The proof of Proposition 1..d/x ( w ) = 8 max <=8 A m '/~ /=1 cj~. . This. completes the proof.2 . m . appearing in the statement of Proposition 1. for sake of simplicity. which was defined in the introduction of this section. 0<e<l.de". 57. . The outcome of this modification is that the expression (log(i/6)) t/2. For every 1 <= q < 2. If 7r is a permutation of the integers {1.S y m ( n ) .10 can now be modified by using Proposition 8. satisfies the following inequality: COROLLARY 8. THEOREM 8. let us introduce some additional notation.1 in order to evaluate there the expression I(~). 112~. In a similar manner. then we denote by A~ the operator corresponding to the matrix (a~.c = /=1 cje~ ~ 12. by proceeding as in [15] and writing the upper-triangular projection of A as an element in the projective tensor algebra l " ~ lg. .Vol.10. REMARK. for each 1 =<p =<o% there are constants d and p > 0 so that 6p(e)-. . IIA II~. that n---2 ~. Fix 1 <= q < 2 and an integer n. 1987 INVERTIBILITY OF LARGE MATRICES 221 1' I[T.4. the function 62(e). Next.

I l R ..l<-k=2 .222 J B O U R G A 1 N A N D L.1 applied to z satisfying ITI = 2-hn and 8 = 2 -a.2k-. . we have that S.lOr) =Ll iE-r jE~r-l('r) iEr jeer 2~1 C2-h/s(2-hn )'/2HA 612..O ) / 2 (i. II~ld. • .... (k . l<=h<=l. R . for all 1 ~ k = 2 h.... Hence.... by interpolation with 0 0 = 2/q . we get that / 2 ~-~ \ ai21 2h I On the other hand.. A ~ R .. n .. j=l k=! where l". 1 =< h ~ 1.k = {j.. we clearly have k=l 2 it follows. II(n.. The proof can now be completed by using the above fact with z = Ch. by averaging over w ~ A.... <= h=l k=l R . R .... Since. A . T Z A F R I R I Isr. 2h i A * = ~'~ ~'~ R .. for each 1 =< h < 1..1). Math...)+ll2~..... that satisfying 1 / q = O / l + ( l . 2~q <-_ l| k = 1 2h I R .1)n2 -h _<-j < kn2-"}.. 2~1 "ilA Ill 0/2 o for any choice of w E A. J. A R .e. l ~ h = < l . by Proposition 8.

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