English

A Simplified Approach to Recovery Conditions for Low Rank Matrices

Optimization and Control 2011-11-10 v3 Information Theory Systems and Control math.IT

Abstract

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including 1\ell_1 and nuclear norm minimization as well as p\ell_p minimization with p<1p<1. These algorithms are known to succeed if certain conditions on the measurement map are satisfied. Proofs of robust recovery for matrices have so far been much more involved than in the vector case. In this paper, we show how several robust classes of recovery conditions can be extended from vectors to matrices in a simple and transparent way, leading to the best known restricted isometry and nullspace conditions for matrix recovery. Our results rely on the ability to "vectorize" matrices through the use of a key singular value inequality.

Keywords

Cite

@article{arxiv.1103.1178,
  title  = {A Simplified Approach to Recovery Conditions for Low Rank Matrices},
  author = {Samet Oymak and Karthik Mohan and Maryam Fazel and Babak Hassibi},
  journal= {arXiv preprint arXiv:1103.1178},
  year   = {2011}
}

Comments

6 pages, This is a modified version of a paper submitted to ISIT 2011; Proc. Intl. Symp. Info. Theory (ISIT), Aug 2011