For Most Large Underdetermined Systems of Linear Equations the Minimal 1-norm Solution is also the Sparsest Solution-英文文献.pdf

For Most Large Underdetermined Systems of Linear Equations 1 the Minimal -norm Solution is also the Sparsest Solution David L. Donoho Department of Statistics Stanford University September 16, 2004 Abstract We consider linear equations y = Φα where y is a given vector in Rn , Φ is a given n by m matrix with n m ≤ An, and we wish to solve for α ∈ Rm . We suppose that the columns of Φ are normalized to unit 2 norm 1 and we place uniform measure on such Φ. We prove the existence of ρ = ρ(A) so that for large n, and for all Φ’s except a negligible fraction, the following property holds: For every y having a representation y = Φα0 by a coefficient vector α0 ∈ Rm with fewer than ρ · n nonzeros, the solution α1 of the 1 minimization problem min x 1 subject to Φα = y is unique and equal to α . 0 In contrast, heuristic attempts to sparsely solve such systems – greedy algorithms and thresholding – perform poorly in this challenging setting. The techniques include the use of random proportional embeddings and almost-spherical sections in Banach space theory, and deviation bounds for the eigenvalues of random Wishart matrices. Key Words and Phrases. Solution of Underdetermined Linear Systems. Overcomplete Representations. Minimum 1 decomposition. Almost-Euclidean Sections of Banach Spaces. Eigenvalues of Random Matrices. Sign-Embeddings in Banach Spaces. Greedy Algorithms. Matching Pursuit. Basis Pursuit. Acknowledgements. Parti