Sharp order-s restricted-isometry recovery theorem (source code)

= Sharp order-s restricted-isometry recovery theorem

For $s\ge2$ and $\delta=\delta_s(A)<1/3$, noisy <basis pursuit> has error $\|\hat x-x_0\|_2\le C_1\eta+C_2\sigma_s(x_0)/\sqrt s$, with constants depending only on $\delta$. One admissible pair is
$$
C_1=\frac{2\sqrt{2(1+\delta)}}{1-3\delta},\qquad
C_2=\frac{2\sqrt2(2\delta+\sqrt{(1-3\delta)\delta})+2(1-3\delta)}{1-3\delta}.
$$
These constants follow from Theorem 3.3 of https://arxiv.org/pdf/1302.1236[the sharp restricted-isometry recovery analysis], with the actual noise bounded by the tolerance $\eta$. The restriction $s\ge2$ is necessary: equal unit columns give $\delta_1=0$ without unique recovery. The coefficient of the approximation term cannot universally be one.