A Sharp Restricted Isometry Constant Bound of Orthogonal Matching Pursuit

preprint2015arXivOpen access

Abstract

We shall show that if the restricted isometry constant (RIC) δs+1(A)δ_{s+1}(A) of the measurement matrix AA satisfies δs+1(A)<1s+1, δ_{s+1}(A) < \frac{1}{\sqrt{s + 1}}, then the greedy algorithm Orthogonal Matching Pursuit(OMP) will succeed. That is, OMP can recover every ss-sparse signal xx in ss iterations from b=Axb = Ax. Moreover, we shall show the upper bound of RIC is sharp in the following sense. For any given s∈Ns \in \N, we shall construct a matrix AA with the RIC δs+1(A)=1s+1 δ_{s+1}(A) = \frac{1}{\sqrt{s + 1}} such that OMP may not recover some ss-sparse signal xx in ss iterations.

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