Title :
Coherence analysis of iterative thresholding algorithms
Author_Institution :
Dept. of Electr. Eng. & Stat., Stanford Univ., Stanford, CA, USA
fDate :
Sept. 30 2009-Oct. 2 2009
Abstract :
There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations y = ¿x. 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 l1 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 three of these algorithms theoretically, and give sufficient conditions under which they recover the sparsest solution.
Keywords :
computational complexity; greedy algorithms; iterative methods; signal processing; coherence analysis; computational complexity; iterative thresholding algorithms; linear equations underdetermined systems; sparse solutions; Algorithm design and analysis; Computational complexity; Equations; Iterative algorithms; Large-scale systems; Matching pursuit algorithms; Minimization methods; Polynomials; Signal processing algorithms; Sparse matrices;
Conference_Titel :
Communication, Control, and Computing, 2009. Allerton 2009. 47th Annual Allerton Conference on
Conference_Location :
Monticello, IL
Print_ISBN :
978-1-4244-5870-7
DOI :
10.1109/ALLERTON.2009.5394802