Title : 
On the uniqueness of positive semidefinite matrix solution under compressed observations
         
        
            Author : 
Xu, Weiyu ; Tang, Ao
         
        
            Author_Institution : 
Sch. of ECE, Cornell Univ., Ithaca, NY, USA
         
        
        
        
        
        
            Abstract : 
In this paper, we investigate the uniqueness of positive semidefinite matrix solution to compressed linear observations. We show that under a necessary and sufficient condition for the linear compressed observations operator, there will be a unique positive semidefinite matrix solution to the compressed linear observations. It is further shown, through concentration of measure phenomenon and sphere covering arguments, that a randomly generated Gaussian linear compressed observations operator will satisfy this necessary and sufficient condition with overwhelmingly large probability.
         
        
            Keywords : 
Gaussian distribution; computational complexity; matrix algebra; set theory; Gaussian linear compressed observation; NP-hard problem; linear observation; positive semidefinite matrix solution; Algorithm design and analysis; Covariance matrix; Linear systems; Machine learning algorithms; Polynomials; Signal processing algorithms; Sparse matrices; Statistics; Sufficient conditions; Symmetric matrices;
         
        
        
        
            Conference_Titel : 
Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
         
        
            Conference_Location : 
Austin, TX
         
        
            Print_ISBN : 
978-1-4244-7890-3
         
        
            Electronic_ISBN : 
978-1-4244-7891-0
         
        
        
            DOI : 
10.1109/ISIT.2010.5513532