Sharp RIP bound for sparse signal and low-rank matrix recovery

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Publication:2252129

DOI10.1016/J.ACHA.2012.07.010zbMATH Open1310.94021arXiv1302.1236OpenAlexW1967357291MaRDI QIDQ2252129FDOQ2252129


Authors: Anru Zhang, T. Tony Cai Edit this on Wikidata


Publication date: 16 July 2014

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix A satisfies the RIP condition deltakA<1/3, then all k-sparse signals can be recovered exactly via the constrained ell1 minimization based on . Similarly, if the linear map calM satisfies the RIP condition deltarcalM<1/3, then all matrices X of rank at most r can be recovered exactly via the constrained nuclear norm minimization based on b=calM(X). Furthermore, in both cases it is not possible to do so in general when the condition does not hold. In addition, noisy cases are considered and oracle inequalities are given under the sharp RIP condition.


Full work available at URL: https://arxiv.org/abs/1302.1236




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