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The minimal measurement number for low-rank matrices recovery

Numerical Analysis 2015-05-28 v1 Information Theory math.IT

Abstract

The paper presents several results that address a fundamental question in low-rank matrices recovery: how many measurements are needed to recover low rank matrices? We begin by investigating the complex matrices case and show that 4nr4r24nr-4r^2 generic measurements are both necessary and sufficient for the recovery of rank-rr matrices in \Cn×n\C^{n\times n} by algebraic tools. Thus, we confirm a conjecture which is raised by Eldar, Needell and Plan for the complex case. We next consider the real case and prove that the bound 4nr4r24nr-4r^2 is tight provided n=2k+r,kZ+n=2^k+r, k\in \Z_+. Motivated by Vinzant's work, we construct 1111 matrices in R4×4\R^{4\times 4} by computer random search and prove they define injective measurements on rank-11 matrices in R4×4\R^{4\times 4}. This disproves the conjecture raised by Eldar, Needell and Plan for the real case. Finally, we use the results in this paper to investigate the phase retrieval by projection and show fewer than 2n12n-1 orthogonal projections are possible for the recovery of xRnx\in \R^n from the norm of them.

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Cite

@article{arxiv.1505.07204,
  title  = {The minimal measurement number for low-rank matrices recovery},
  author = {Zhiqiang Xu},
  journal= {arXiv preprint arXiv:1505.07204},
  year   = {2015}
}

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11 pages