A note on the sample complexity of the Er-SpUD algorithm by Spielman, Wang and Wright for exact recovery of sparsely used dictionaries

preprint2016arXivOpen access

Abstract

We consider the problem of recovering an invertible n×nn \times n matrix AA and a sparse n×pn \times p random matrix XX based on the observation of Y=AXY = AX (up to a scaling and permutation of columns of AA and rows of XX). Using only elementary tools from the theory of empirical processes we show that a version of the Er-SpUD algorithm by Spielman, Wang and Wright with high probability recovers AA and XX exactly, provided that p≥Cnlog⁡np \ge Cn\log n, which is optimal up to the constant CC.

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