English

Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling

Probability 2009-05-01 v1 Metric Geometry

Abstract

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors ±X1,...,±XNRn\pm X_1,...,\pm X_N\in\R^n, (NnN\ge n). We introduce a class of random sampling matrices and show that they satisfy a restricted isometry property (RIP) with overwhelming probability. In particular, we prove that matrices with i.i.d. centered and variance 1 entries that satisfy uniformly a sub-exponential tail inequality possess this property RIP with overwhelming probability. We show that such "sensing" matrices are valid for the exact reconstruction process of mm-sparse vectors via 1\ell_1 minimization with mCn/log2(cN/n)m\le Cn/\log^2 (cN/n). The class of sampling matrices we study includes the case of matrices with columns that are independent isotropic vectors with log-concave densities. We deduce that if KRnK\subset \R^n is a convex body and X1,...,XNKX_1,..., X_N\in K are i.i.d. random vectors uniformly distributed on KK, then, with overwhelming probability, the symmetric convex hull of these points is an mm-centrally-neighborly polytope with mn/log2(cN/n)m\sim n/\log^2 (cN/n).

Keywords

Cite

@article{arxiv.0904.4723,
  title  = {Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling},
  author = {Radosław Adamczak and Alexander E. Litvak and Alain Pajor and Nicole Tomczak-Jaegermann},
  journal= {arXiv preprint arXiv:0904.4723},
  year   = {2009}
}