arXivDaily arXiv每日学术速递 周一至周五更新
今晚才能更新了~~大家休息下再来吧
arXiv 1003.3299cs.ITcs.NAmath.COmath.ITmath.NA
收藏

高斯矩阵受限等距常数的改进界

Improved Bounds on Restricted Isometry Constants for Gaussian Matrices

University of Edinburgh(爱丁堡大学);Maxwell Institute(麦克斯韦研究所)

Bubacarr Bah, Jared Tanner

AI总结:

本文通过利用共享大量列的矩阵奇异值相似性,改进了高斯矩阵的受限等距常数(RIC)上界,这是目前已知的大规模矩形矩阵的最小RIC界。

摘要:

矩阵$A$的受限等距常数(RIC)衡量$A$在具有少量非零项的向量上的作用接近等距的程度,以$\ell^2$范数度量。具体来说,大小为$n imes N$的矩阵$A$的上、下RIC分别是由$A$中取$k$列形成的所有${N\choose k}$个子矩阵的最大和最小奇异值平方与1的最大和最小偏差。由于组合性质,大多数矩阵的RIC计算是棘手的;然而,许多随机矩阵在某个问题规模范围$(k,n,N)$内通常具有有界的RIC。我们给出了高斯矩阵RIC的最佳已知界,这也是任何大矩形矩阵已知的最小RIC界。通过利用共享大量列的矩阵奇异值相似性,实现了对先前界的改进。

英文摘要:

The Restricted Isometry Constants (RIC) of a matrix $A$ measures how close to an isometry is the action of $A$ on vectors with few nonzero entries, measured in the $\ell^2$ norm. Specifically, the upper and lower RIC of a matrix $A$ of size $n\times N$ is the maximum and the minimum deviation from unity (one) of the largest and smallest, respectively, square of singular values of all ${N\choose k}$ matrices formed by taking $k$ columns from $A$. Calculation of the RIC is intractable for most matrices due to its combinatorial nature; however, many random matrices typically have bounded RIC in some range of problem sizes $(k,n,N)$. We provide the best known bound on the RIC for Gaussian matrices, which is also the smallest known bound on the RIC for any large rectangular matrix. Improvements over prior bounds are achieved by exploiting similarity of singular values for matrices which share a substantial number of columns.

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。

↑