Author_Institution :
Sch. of Math., Univ. of Birmingham, Birmingham, UK
Abstract :
Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does ℓ1-minimization find the sparsest solution to an underdetermined linear system? In this paper, a deterministic analysis, rooted in the classic linear programming theory, is carried out to further address this question. We first identify a necessary and sufficient condition for the uniqueness of least ℓ1-norm solutions to linear systems. From this condition, we deduce that a sparsest solution coincides with the unique least ℓ1-norm solution to a linear system if and only if the so-called range space property (RSP) holds at this solution. This yields a broad understanding of the relationship between ℓ0- and ℓ1-minimization problems. Our analysis indicates that the RSP truly lies at the heart of the relationship between these two problems. Through RSP-based analysis, several important questions in this field can be largely addressed. For instance, how to efficiently interpret the gap between the current theory and the actual numerical performance of ℓ1-minimization by a deterministic analysis, and if a linear system has multiple sparsest solutions, when does ℓ1-minimization guarantee to find one of them? Moreover, new matrix properties (such as the RSP of order K and the Weak-RSP of order K) are introduced in this paper, and a new theory for sparse signal recovery based on the RSP of order K is established.
Keywords :
compressed sensing; computational complexity; linear programming; matrix algebra; minimisation; probability; signal representation; ℓ1-minimization; NP-hard problem; RSP-based analysis; compressed sensing; deterministic analysis; empirical justification; least ℓ1-norm solutions; linear programming theory; matrix properties; probabilistic analysis; range space property; sparse signal recovery; sparsest solutions; underdetermined linear systems; worse-case analysis; Gold; Linear programming; Linear systems; Minimization; Probabilistic logic; Sparse matrices; Vectors; Underdetermined linear system; compressed sensing; least $ell_1$-norm solution; range space property; sparse signal recovery; sparsest solution; strict complementarity;