The Stability of Low-Rank Matrix Reconstruction: A Constrained Singular Value View

Gongguo Tang, Arye Nehorai
2012 IEEE Transactions on Information Theory  
The stability of low-rank matrix reconstruction with respect to noise is investigated in this paper. The -constrained minimal singular value ( -CMSV) of the measurement operator is shown to determine the recovery performance of nuclear norm minimization-based algorithms. Compared with the stability results using the matrix restricted isometry constant, the performance bounds established using -CMSV are more concise, and their derivations are less complex. Isotropic and subgaussian measurement
more » ... erators are shown to have -CMSVs bounded away from zero with high probability, as long as the number of measurements is relatively large. The -CMSV for correlated Gaussian operators are also analyzed and used to illustrate the advantage of -CMSV compared with the matrix restricted isometry constant. We also provide a fixed point characterization of -CMSV that is potentially useful for its computation. Index Terms--constrained minimal singular value (CMSV), correlated design, matrix basis pursuit (mBP), matrix Dantzig selector (mDS), matrix LASSO estimator (mLASSO), restricted isometry property. ). A. Nehorai is with the Preston M. Green
doi:10.1109/tit.2012.2204535 fatcat:3hpum5mfsfebnh2jr7lvo224tq