Analysis of Orthogonal Matching Pursuit Using the Restricted Isometry Property
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Abstract: Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main conclusion is that the RIP of order (with isometry constant ) is sufficient for OMP to exactly recover any -sparse signal. Our analysis relies on simple and intuitive observations about OMP and matrices which satisfy the RIP. For restricted classes of -sparse signals (those that are highly compressible), a relaxed bound on the isometry constant is also established. A deeper understanding of OMP may benefit the analysis of greedy algorithms in general. To demonstrate this, we also briefly revisit the analysis of the Regularized OMP (ROMP) algorithm.
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