Circulant and Toeplitz matrices in compressed sensing
Abstract
Compressed sensing seeks to recover a sparse vector from a small number of linear and non-adaptive measurements. While most work so far focuses on Gaussian or Bernoulli random measurements we investigate the use of partial random circulant and Toeplitz matrices in connection with recovery by -minization. In contrast to recent work in this direction we allow the use of an arbitrary subset of rows of a circulant and Toeplitz matrix. Our recovery result predicts that the necessary number of measurements to ensure sparse reconstruction by -minimization with random partial circulant or Toeplitz matrices scales linearly in the sparsity up to a -factor in the ambient dimension. This represents a significant improvement over previous recovery results for such matrices. As a main tool for the proofs we use a new version of the non-commutative Khintchine inequality.
Cite
@article{arxiv.0902.4394,
title = {Circulant and Toeplitz matrices in compressed sensing},
author = {Holger Rauhut},
journal= {arXiv preprint arXiv:0902.4394},
year = {2009}
}
Comments
6 pages, submitted to Proc. SPARS'09 (Saint-Malo)