Journal Article10.1002/CPA.20132
For most large underdetermined systems of linear equations the minimal 1-norm solution is also the sparsest solution
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TL;DR: In this article, the authors consider linear equations y = Φx where y is a given vector in ℝn and Φ is a n × m matrix with n 0 so that for large n and for all Φ's except a negligible fraction, the solution x1of the 1-minimization problem is unique and equal to x0.
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Abstract: We consider linear equations y = Φx where y is a given vector in ℝn and Φ is a given n × m matrix with n 0 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 = Φx0by a coefficient vector x0 ∈ ℝmwith fewer than ρ · n nonzeros, the solution x1of the 1-minimization problem
is unique and equal to x0. 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. © 2006 Wiley Periodicals, Inc.
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