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arXiv 1106.3276cs.ITmath.ITmath.OC
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由稀疏信号恢复转化为低秩矩阵恢复的充分条件

Sufficient Conditions for Low-rank Matrix Recovery, Translated from Sparse Signal Recovery

Lingchen Kong, Levent Tunçel, Naihua Xiu

摘要:

低秩矩阵恢复(LMR)是一个线性等式约束下的秩最小化问题,它广泛存在于信号与图像处理、统计学、计算机视觉、系统辨识和控制等领域。这类优化问题是$\N¶$ -困难的,并且流行的方法用矩阵变量的核范数代替秩函数。在本文中,我们将稀疏信号恢复中的感知矩阵的$s$ -优度的概念(由Juditsky和Nemirovski [Math Program,2011]提出)扩展到LMR中的线性变换。然后,我们给出了LMR背景下的$s$ -优性的刻画。利用线性变换的两个特征$s$ -优度常数$γ_s$和$\hatγ_s$,我们不仅得到了线性变换是$s$ -优的充要条件,而且在温和的假设下,通过核范数极小化给出了精确稳定的$s$ -秩矩阵恢复的充分条件.此外,我们给出了可计算的上界之一的$s$ -善良的特点,从而导致可验证的充分条件,准确的低秩矩阵恢复。

英文摘要:

The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This class of optimization problems is $\N¶$-hard and a popular approach replaces the rank function with the nuclear norm of the matrix variable. In this paper, we extend the concept of $s$-goodness for a sensing matrix in sparse signal recovery (proposed by Juditsky and Nemirovski [Math Program, 2011]) to linear transformations in LMR. Then, we give characterizations of $s$-goodness in the context of LMR. Using the two characteristic $s$-goodness constants, $γ_s$ and $\hatγ_s$, of a linear transformation, not only do we derive necessary and sufficient conditions for a linear transformation to be $s$-good, but also provide sufficient conditions for exact and stable $s$-rank matrix recovery via the nuclear norm minimization under mild assumptions. Moreover, we give computable upper bounds for one of the $s$-goodness characteristics which leads to verifiable sufficient conditions for exact low-rank matrix recovery.

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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