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arXiv 0904.1193cs.ITmath.IT
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迭代保持算法的一致性分析

Coherence Analysis of Iterative Thresholding Algorithms

Arian Maleki

摘要:

近年来,人们对欠定线性方程组$y = Φx$的稀疏解的求解算法的研究越来越多。在许多应用中,设想了非常大的问题大小,至少有数万个方程和数十万个未知数。对于这样的问题规模,低计算复杂性是至关重要的。最好的研究$\ell_1$最小化算法是不够快,以满足这一需要。已经提出了迭代阈值算法来解决这个问题。本文从理论上分析了这两种算法,并给出了它们恢复稀疏解的充分条件。

英文摘要:

There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = Φx$. In many applications, extremely large problem sizes are envisioned, with at least tens of thousands of equations and hundreds of thousands of unknowns. For such problem sizes, low computational complexity is paramount. The best studied $\ell_1$ minimization algorithm is not fast enough to fulfill this need. Iterative thresholding algorithms have been proposed to address this problem. In this paper we want to analyze two of these algorithms theoretically, and give sufficient conditions under which they recover the sparsest solution.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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