Sparse recovery with pre-Gaussian random matrices
نویسندگان
چکیده
منابع مشابه
Sparse Recovery with Pre-Gaussian Random Matrices
For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by `1-minimization under the optimal condition m ≥ c s ln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes...
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ژورنال
عنوان ژورنال: Studia Mathematica
سال: 2010
ISSN: 0039-3223,1730-6337
DOI: 10.4064/sm200-1-6