Compressed sensing with sparse binary matrices: Instance optimal error guarantees in near-optimal time

  • Authors:
  • M. A. Iwen

  • Affiliations:
  • -

  • Venue:
  • Journal of Complexity
  • Year:
  • 2014

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Abstract

A compressed sensing method consists of a rectangular measurement matrix, M@?R^m^x^N with m@?N, together with an associated recovery algorithm, A:R^m-R^N. Compressed sensing methods aim to construct a high quality approximation to any given input vector x@?R^N using only Mx@?R^m as input. In particular, we focus herein on instance optimal nonlinear approximation error bounds for M and A of the form @?x-A(Mx)@?"p@?@?x-x"k^o^p^t@?"p+Ck^1^/^p^-^1^/^q@?x-x"k^o^p^t@?"q for x@?R^N, where x"k^o^p^t is the best possible k-term approximation to x. In this paper we develop a compressed sensing method whose associated recovery algorithm, A, runs in O((klogk)logN)-time, matching a lower bound up to a O(logk) factor. This runtime is obtained by using a new class of sparse binary compressed sensing matrices of near optimal size in combination with sublinear-time recovery techniques motivated by sketching algorithms for high-volume data streams. The new class of matrices is constructed by randomly subsampling rows from well-chosen incoherent matrix constructions which already have a sub-linear number of rows. As a consequence, fewer random bits than previously required are needed in order to select the rows utilized by the fast reconstruction algorithms considered herein.