The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing

This paper deals with the computational complexity of conditions which guarantee that the NP-hard problem of finding the sparsest solution to an underdetermined linear system can be solved by efficient algorithms. In the literature, several such conditions have been introduced. The most well-known ones are the mutual coherence, the restricted isometry property (RIP), and the nullspace property (NSP). While evaluating the mutual coherence of a given matrix is easy, it has been suspected for some time that evaluating RIP and NSP is computationally intractable in general. We confirm these conjectures by showing that for a given matrix A and positive integer k, computing the best constants for which the RIP or NSP hold is, in general, NP-hard. These results are based on the fact that determining the spark of a matrix is NP-hard, which is also established in this paper. Furthermore, we also give several complexity statements about problems related to the above concepts.Comment: 13 pages; accepted for publication in IEEE Trans. Inf. Theor

Certifying the restricted isometry property is hard

This paper is concerned with an important matrix condition in compressed sensing known as the restricted isometry property (RIP). We demonstrate that testing whether a matrix satisfies RIP is NP-hard. As a consequence of our result, it is impossible to efficiently test for RIP provided P \neq NP

Sparse bayesian polynomial chaos approximations of elasto-plastic material models

In this paper we studied the uncertainty quantification in a functional approximation form of elastoplastic models parameterised by material uncertainties. The problem of estimating the polynomial chaos coefficients is recast in a linear regression form by taking into consideration the possible sparsity of the solution. Departing from the classical optimisation point of view, we take a slightly different path by solving the problem in a Bayesian manner with the help of new spectral based sparse Kalman filter algorithms

Computational Complexity of Certifying Restricted Isometry Property

Given a matrix $A$ with $n$ rows, a number $k<n$, and $0<\delta < 1$, $A$ is $(k,\delta)$-RIP (Restricted Isometry Property) if, for any vector $x \in \mathbb{R}^n$, with at most $k$ non-zero co-ordinates, $$(1-\delta) \|x\|_2 \leq \|A x\|_2 \leq (1+\delta)\|x\|_2$$ In many applications, such as compressed sensing and sparse recovery, it is desirable to construct RIP matrices with a large $k$ and a small $\delta$. Given the efficacy of random constructions in generating useful RIP matrices, the problem of certifying the RIP parameters of a matrix has become important. In this paper, we prove that it is hard to approximate the RIP parameters of a matrix assuming the Small-Set-Expansion-Hypothesis. Specifically, we prove that for any arbitrarily large constant $C>0$ and any arbitrarily small constant $0<\delta<1$, there exists some $k$ such that given a matrix $M$, it is SSE-Hard to distinguish the following two cases: - (Highly RIP) $M$ is $(k,\delta)$-RIP. - (Far away from RIP) $M$ is not $(k/C, 1-\delta)$-RIP. Most of the previous results on the topic of hardness of RIP certification only hold for certification when $\delta=o(1)$. In practice, it is of interest to understand the complexity of certifying a matrix with $\delta$ being close to $\sqrt{2}-1$, as it suffices for many real applications to have matrices with $\delta = \sqrt{2}-1$. Our hardness result holds for any constant $\delta$. Specifically, our result proves that even if $\delta$ is indeed very small, i.e. the matrix is in fact \emph{strongly RIP}, certifying that the matrix exhibits \emph{weak RIP} itself is SSE-Hard. In order to prove the hardness result, we prove a variant of the Cheeger's Inequality for sparse vectors

High-Girth Matrices and Polarization

The girth of a matrix is the least number of linearly dependent columns, in contrast to the rank which is the largest number of linearly independent columns. This paper considers the construction of {\it high-girth} matrices, whose probabilistic girth is close to its rank. Random matrices can be used to show the existence of high-girth matrices with constant relative rank, but the construction is non-explicit. This paper uses a polar-like construction to obtain a deterministic and efficient construction of high-girth matrices for arbitrary fields and relative ranks. Applications to coding and sparse recovery are discussed