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arXiv 2103.00531math.NAcs.NA
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低秩矩阵恢复的灵敏度

Sensitivity of low-rank matrix recovery

Paul Breiding, Nick Vannieuwenhoven

AI总结:

本文研究低秩矩阵恢复与秩-r近似问题的一阶灵敏度,给出条件数计算算法和显式公式,并揭示其依赖于相对奇异值间隙。

摘要:

我们刻画了从线性测量中近似恢复低秩矩阵的一阶灵敏度,这是压缩感知中的一个标准问题。我们的分析涵盖的一个特例是用低秩矩阵近似一个不完全矩阵。我们给出了一种计算相关条件数的算法,并通过实验展示了线性测量数量如何影响该条件数。此外,我们研究了秩-r矩阵近似问题的条件数。该条件数在Frobenius范数下度量任意输入矩阵的无穷小扰动在其最佳秩-r近似的移动中被放大的程度。我们给出了条件数的显式公式,该公式表明它确实依赖于输入矩阵的第r个和第(r+1)个奇异值之间的相对奇异值间隙。

英文摘要:

We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a low-rank matrix. We give an algorithm for computing the associated condition number and demonstrate experimentally how the number of linear measurements affects it. In addition, we study the condition number of the rank-r matrix approximation problem. It measures in the Frobenius norm by how much an infinitesimal perturbation to an arbitrary input matrix is amplified in the movement of its best rank-r approximation. We give an explicit formula for the condition number, which shows that it does depend on the relative singular value gap between the rth and (r+1)th singular values of the input matrix.

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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