Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices
Restricted isometry constants (RICs) provide a measure of how far from an isometry a matrix can be when acting on sparse vectors. This, and related quantities, provide a mechanism by which standard eigen-analysis can be applied to topics relying on sparsity. RIC bounds have been presented for a vari...
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Format: | Journal article |
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2014
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author | Bah, B Tanner, J |
author_facet | Bah, B Tanner, J |
author_sort | Bah, B |
collection | OXFORD |
description | Restricted isometry constants (RICs) provide a measure of how far from an isometry a matrix can be when acting on sparse vectors. This, and related quantities, provide a mechanism by which standard eigen-analysis can be applied to topics relying on sparsity. RIC bounds have been presented for a variety of random matrices and matrix dimension and sparsity ranges. We provide explicitly formulae for RIC bounds, of n × N Gaussian matrices with sparsity k, in three settings: (a) n/N fixed and k/n approaching zero, (b) k/n fixed and n/N approaching zero, and (c) n/N approaching zero with k/n decaying inverse logarithmically in N/n; in these three settings the RICs (a) decay to zero, (b) become unbounded (or approach inherent bounds), and (c) approach a non-zero constant. Implications of these results for RIC based analysis of compressed sensing algorithms are presented. © 2012 Elsevier Inc. All rights reserved. |
first_indexed | 2024-03-06T22:01:16Z |
format | Journal article |
id | oxford-uuid:4eab5102-fda6-4991-9361-195e5574f061 |
institution | University of Oxford |
last_indexed | 2024-03-06T22:01:16Z |
publishDate | 2014 |
record_format | dspace |
spelling | oxford-uuid:4eab5102-fda6-4991-9361-195e5574f0612022-03-26T16:02:33ZBounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matricesJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:4eab5102-fda6-4991-9361-195e5574f061Symplectic Elements at Oxford2014Bah, BTanner, JRestricted isometry constants (RICs) provide a measure of how far from an isometry a matrix can be when acting on sparse vectors. This, and related quantities, provide a mechanism by which standard eigen-analysis can be applied to topics relying on sparsity. RIC bounds have been presented for a variety of random matrices and matrix dimension and sparsity ranges. We provide explicitly formulae for RIC bounds, of n × N Gaussian matrices with sparsity k, in three settings: (a) n/N fixed and k/n approaching zero, (b) k/n fixed and n/N approaching zero, and (c) n/N approaching zero with k/n decaying inverse logarithmically in N/n; in these three settings the RICs (a) decay to zero, (b) become unbounded (or approach inherent bounds), and (c) approach a non-zero constant. Implications of these results for RIC based analysis of compressed sensing algorithms are presented. © 2012 Elsevier Inc. All rights reserved. |
spellingShingle | Bah, B Tanner, J Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices |
title | Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices |
title_full | Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices |
title_fullStr | Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices |
title_full_unstemmed | Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices |
title_short | Bounds of restricted isometry constants in extreme asymptotics: Formulae for Gaussian matrices |
title_sort | bounds of restricted isometry constants in extreme asymptotics formulae for gaussian matrices |
work_keys_str_mv | AT bahb boundsofrestrictedisometryconstantsinextremeasymptoticsformulaeforgaussianmatrices AT tannerj boundsofrestrictedisometryconstantsinextremeasymptoticsformulaeforgaussianmatrices |