Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-36/2/c/solution

For one-column Gram matrices, unit Euclidean norm of the columns gives . The restricted isometry constant formula therefore gives . For a two-column Gram matrix, put . The difference from the identity matrix has the form
up to the convention for the complex inner product. Its characteristic polynomial is , so the eigenvalues are and its matrix 2-norm is . Maximizing over pairs gives , where is the mutual coherence.
Part (b), together with the minimality defining the restricted isometry constant, gives . Every summand defining cumulative coherence is at most the mutual coherence, so . Thus, for normalized columns and ,
The upper range matters because the printed definition of cumulative coherence stops at . For , only is needed; the maximum over pairs defining mutual coherence is otherwise empty.

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