New Constructions of RIP Matrices with Fast Multiplication and Fewer Rows

In this paper, we present novel constructions of matrices with the restricted isometry property (RIP) that support fast matrix-vector multiplication. Our guarantees are the best known, and can also be used to obtain the best known guarantees for fast Johnson Lindenstrauss transforms. In compressed sensing, the restricted isometry property is a sufficient condition for the efficient reconstruction of a nearly k-sparse vector $x \in \mathbb{C}^d$ from m linear measurements $\Phi x$. It is desirable for m to be small, and further it is desirable for $\Phi$ to support fast matrix-vector multiplication. Among other applications, fast multiplication improves the runtime of iterative recovery algorithms which repeatedly multiply by $\Phi$ or $\Phi^*$. The main contribution of this work is a novel randomized construction of RIP matrices $\Phi \in \mathbb{C}^{m×d}$, preserving the $\ell_2$ norms of all k-sparse vectors with distortion $1 + \epsilon$, where the matrix-vector multiply $\Phi x$ can be computed in nearly linear time. The number of rows m is on the order of $\epsilon^{−2}klogd log^2(klogd)$, an improvement on previous analyses by a logarithmic factor. Our construction, together with a connection between RIP matrices and the Johnson-Lindenstrauss lemma in [Krahmer-Ward, SIAM. J. Math. Anal. 2011], also implies fast Johnson-Lindenstrauss embeddings with asymptotically fewer rows than previously known. Our construction is actually a recipe for improving any existing family of RIP matrices. Briefly, we apply an appropriate sparse hash matrix with sign flips to any suitable family of RIP matrices. We show that the embedding properties of the original family are maintained, while at the same time improving the number of rows. The main tool in our analysis is a recent bound for the supremum of certain types of Rademacher chaos processes in [Krahmer-Mendelson-Rauhut, Comm. Pure Appl. Math. to appear].Engineering and Applied Science

Isometric sketching of any set via the Restricted Isometry Property

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be computed in log-linear time, providing efficient dimensionality reduction of general sets. In particular, we show that using such matrices any set from high dimensions can be embedded into lower dimensions with near optimal distortion. We obtain our results by connecting dimensionality reduction of any set to dimensionality reduction of sparse vectors via a chaining argument.Comment: 17 page

On Deterministic Sketching and Streaming for Sparse Recovery and Norm Estimation

We study classic streaming and sparse recovery problems using deterministic linear sketches, including l1/l1 and linf/l1 sparse recovery problems (the latter also being known as l1-heavy hitters), norm estimation, and approximate inner product. We focus on devising a fixed matrix A in R^{m x n} and a deterministic recovery/estimation procedure which work for all possible input vectors simultaneously. Our results improve upon existing work, the following being our main contributions: * A proof that linf/l1 sparse recovery and inner product estimation are equivalent, and that incoherent matrices can be used to solve both problems. Our upper bound for the number of measurements is m=O(eps^{-2}*min{log n, (log n / log(1/eps))^2}). We can also obtain fast sketching and recovery algorithms by making use of the Fast Johnson-Lindenstrauss transform. Both our running times and number of measurements improve upon previous work. We can also obtain better error guarantees than previous work in terms of a smaller tail of the input vector. * A new lower bound for the number of linear measurements required to solve l1/l1 sparse recovery. We show Omega(k/eps^2 + klog(n/k)/eps) measurements are required to recover an x' with |x - x'|_1 <= (1+eps)|x_{tail(k)}|_1, where x_{tail(k)} is x projected onto all but its largest k coordinates in magnitude. * A tight bound of m = Theta(eps^{-2}log(eps^2 n)) on the number of measurements required to solve deterministic norm estimation, i.e., to recover |x|_2 +/- eps|x|_1. For all the problems we study, tight bounds are already known for the randomized complexity from previous work, except in the case of l1/l1 sparse recovery, where a nearly tight bound is known. Our work thus aims to study the deterministic complexities of these problems

Fast and RIP-optimal transforms

We study constructions of k×n matrices A that both (1) satisfy the restricted isometry property (RIP) at sparsity s with optimal parameters, and (2) are efficient in the sense that only O(n log n) operations are required to compute Ax given a vector x. Our construction is based on repeated application of independent transformations of the form DH, where H is a Hadamard or Fourier transform and D is a diagonal matrix with random {+1, −1} elements on the diagonal, followed by any k × n matrix of orthonormal rows (e.g. selection of k coordinates). We provide guarantees (1) and (2) for a larger regime of parameters for which such constructions were previously unknown. Additionally, our construction does not suffer from the extra poly-logarithmic factor multiplying the number of observations k as a function of the sparsity s, as present in the currently best known RIP estimates for partial random Fourier matrices and other classes of structured random matrices.

Compressed Sensing with Coherent and Redundant Dictionaries

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary. This work thus bridges a gap in the literature and shows not only that compressed sensing is viable in this context, but also that accurate recovery is possible via an L1-analysis optimization problem. We introduce a condition on the measurement/sensing matrix, which is a natural generalization of the now well-known restricted isometry property, and which guarantees accurate recovery of signals that are nearly sparse in (possibly) highly overcomplete and coherent dictionaries. This condition imposes no incoherence restriction on the dictionary and our results may be the first of this kind. We discuss practical examples and the implications of our results on those applications, and complement our study by demonstrating the potential of L1-analysis for such problems

Compressive Imaging Using RIP-Compliant CMOS Imager Architecture and Landweber Reconstruction

In this paper, we present a new image sensor architecture for fast and accurate compressive sensing (CS) of natural images. Measurement matrices usually employed in CS CMOS image sensors are recursive pseudo-random binary matrices. We have proved that the restricted isometry property of these matrices is limited by a low sparsity constant. The quality of these matrices is also affected by the non-idealities of pseudo-random number generators (PRNG). To overcome these limitations, we propose a hardware-friendly pseudo-random ternary measurement matrix generated on-chip by means of class III elementary cellular automata (ECA). These ECA present a chaotic behavior that emulates random CS measurement matrices better than other PRNG. We have combined this new architecture with a block-based CS smoothed-projected Landweber reconstruction algorithm. By means of single value decomposition, we have adapted this algorithm to perform fast and precise reconstruction while operating with binary and ternary matrices. Simulations are provided to qualify the approach.Ministerio de Economía y Competitividad TEC2015-66878-C3-1-RJunta de Andalucía TIC 2338-2013Office of Naval Research (USA) N000141410355European Union H2020 76586