Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Sparse recovery with pre-Gaussian random matrices

100%

Foucart S., Lai M.-J.

Studia Mathematica

2010

tom 200

nr 1

91-102

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 ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.

Ograniczanie wyników

1 Studia Mathematica

1 Foucart S.

1 Lai M.-J.

1 2010

Wyniki wyszukiwania

Sparse recovery with pre-Gaussian random matrices