Zhen Wai Olivier Ho

1paper

1 Paper

STJun 29, 2016
Small coherence implies the weak Null Space Property

Stéphane Chrétien, Zhen Wai Olivier Ho

In the Compressed Sensing community, it is well known that given a matrix $X \in \mathbb R^{n\times p}$ with $\ell_2$ normalized columns, the Restricted Isometry Property (RIP) implies the Null Space Property (NSP). It is also well known that a small Coherence $μ$ implies a weak RIP, i.e. the singular values of $X_T$ lie between $1-δ$ and $1+δ$ for "most" index subsets $T \subset \{1,\ldots,p\}$ with size governed by $μ$ and $δ$. In this short note, we show that a small Coherence implies a weak Null Space Property, i.e. $\Vert h_T\Vert_2 \le C \ \Vert h_{T^c}\Vert_1/\sqrt{s}$ for most $T \subset \{1,\ldots,p\}$ with cardinality $|T|\le s$. We moreover prove some singular value perturbation bounds that may also prove useful for other applications.