Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 36 / 1

Let $S=\mathrm{supp}x$ be the support of a vector $x$, with $|S|\le s$. Suppose the null space property holds. Every other feasible vector is $z=x+v$, where $0\ne v\in \ker A$. Splitting its L1 norm over $S$ and $S^c$ and using the triangle inequality givesThus the sparse vector $x$ is the unique minimizer in basis pursuit. Notice that the argument works for complex coordinates: it uses the absolute value inequality, rather than a real sign function.

Conversely, suppose basis pursuit uniquely recovers every sparse vector of order $s$. Fix $0\ne v\in \ker A$ and any $S$ with $|S|\le s$. Take $x=-v_S$ and $z=v_{S^c}$. These vectors have the same measurements, because $A{v}_S+A{v}_{S^c}=0$, and they are distinct since $z-x=v\ne 0$. The vector $x$ has at most $s$ nonzero coordinates, so uniqueness givesThis is the null space property for every such $S$. Uniform unique recovery by basis pursuit is equivalent to the order-$s$ null space property.

First the null space property implies sparse injectivity. If a nonzero $v\in \ker A$ had at most $2s$ nonzero coordinates, partition its support of a vector into disjoint $S,T$ with $|S|,|T|\le s$. Applying the null space property to each of these sets yieldswhich is impossible. Hence the null space contains no nonzero sparse vector of order $2s$.

The feasible vector $x$ has $\Vert x{\Vert }_0\le s$, where the L0 sparsity count counts its nonzero coordinates. Any different feasible $z$ with $\Vert z{\Vert }_0\le \Vert x{\Vert }_0$ would give a nonzero null space vector $z-x$ with at most $2s$ nonzero coordinates, contrary to sparse injectivity. Consequently every different feasible $z$ has strictly larger L0 sparsity count. The unique sparsest feasible vector is $x$:This proof does not treat the L0 sparsity count as a genuine norm; no triangle inequality for it is needed.

Use the stated characterization by the Lq null space property. Raising an Lq quasi-norm comparison to its positive exponent preserves its order, so the hypothesis at $q$ says that, for every nonzero $v\in \ker A$ and every $|S|\le s$,We prove the corresponding $p$ inequality; this is monotonicity of uniform sparse recovery in the exponent.

Fix a nonzero null space vector and arrange its coordinate magnitudes as $a_1\ge \cdots \ge a_N\ge 0$. Assume $s\ge 1$. The Lq null space property rules out a nonzero null space vector supported on at most $s$ coordinates, so $s<N$ and $t=a_s>0$. Since $p-q<0$, the factors $a_j^{p-q}$ are at most $t^{p-q}$ for $j\le s$ and at least $t^{p-q}$ for $j>s$ with $a_j>0$. Terms with $a_j=0$ contribute zero and require no negative power of zero. ThusThe largest $s$ coordinates maximize the $p$-power sum on any set of size at most $s$. Its complement therefore has the smallest complementary $p$-power sum. The displayed strict inequality proves the Lq null space property at exponent $p$ for every allowed support of a vector. The stated recovery characterization now applies to the Lq quasi-norm at $p$.

If $\ker A=\{0\}$, the measurement constraint already singles out $x$, for every objective; if $s=0$, only the zero sparse vector needs recovery. These cases do not need a positive threshold. Uniform recovery at $q$ implies uniform recovery at every $0<p<q$: