Coherence of a normalized matrix

ID: coherence-of-a-normalized-matrix

For a matrix with at least two columns of unit Euclidean norm, its mutual coherence is the largest magnitude of an inner product between distinct columns. It measures the strongest pairwise ambiguity of linear measurements. The Cauchy-Schwarz inequality gives . The order-two restricted isometry constant equals the mutual coherence, because every two-column Gram matrix has eigenvalues .

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