Compressed sensing 2026-10-05
Compressed sensing reconstructs a sparse vector, or an approximately sparse one, from fewer linear measurements than its ambient dimension. Basis pursuit replaces counting nonzero coordinates by convex minimization. A null space property characterizes exact uniform recovery, while a robust null space property controls errors from noise and nonsparse tails.
L0 sparsity count 2026-10-07
The number of nonzero coordinates of a finite vector is its L0 sparsity count. It vanishes only at zero, but is unchanged under multiplication by a nonzero scalar, so it is not a norm. Minimizing it under linear measurement constraints finds a sparse vector with the smallest possible support of a vector. Sparse injectivity of order guarantees unique recovery of every sparse vector with at most nonzero coordinates by this objective.
Lq null space property Created 2026-10-06 Updated 2026-10-14
For , this strict inequality for every nonzero and every is equivalent to unique constrained recovery of every sparse vector of order . For sufficiency, use on the support of a vector. For necessity compare with , which have the same measurements. The statement concerns uniform recovery over the whole sparse class, rather than a single signed vector.
Let be the support of a vector , with . Suppose the null space property holds. Every other feasible vector is , where . Splitting its L1 norm over and and using the triangle inequality gives
Thus the sparse vector 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 . Fix and any with . Take and . These vectors have the same measurements, because , and they are distinct since . The vector has at most nonzero coordinates, so uniqueness gives
This is the null space property for every such . Uniform unique recovery by basis pursuit is equivalent to the order- null space property.
First the null space property implies sparse injectivity. If a nonzero had at most nonzero coordinates, partition its support of a vector into disjoint with . Applying the null space property to each of these sets yields
which is impossible. Hence the null space contains no nonzero sparse vector of order .
The feasible vector has , where the L0 sparsity count counts its nonzero coordinates. Any different feasible with would give a nonzero null space vector with at most nonzero coordinates, contrary to sparse injectivity. Consequently every different feasible has strictly larger L0 sparsity count. The unique sparsest feasible vector is :
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 says that, for every nonzero and every ,
We prove the corresponding inequality; this is monotonicity of uniform sparse recovery in the exponent.
Fix a nonzero null space vector and arrange its coordinate magnitudes as . Assume . The Lq null space property rules out a nonzero null space vector supported on at most coordinates, so and . Since , the factors are at most for and at least for with . Terms with contribute zero and require no negative power of zero. Thus
The largest coordinates maximize the -power sum on any set of size at most . Its complement therefore has the smallest complementary -power sum. The displayed strict inequality proves the Lq null space property at exponent for every allowed support of a vector. The stated recovery characterization now applies to the Lq quasi-norm at .
If , the measurement constraint already singles out , for every objective; if , only the zero sparse vector needs recovery. These cases do not need a positive threshold. Uniform recovery at implies uniform recovery at every :
Work in , the domain of the matrix ; the printed in the introduction is a dimension typo. For a fixed nonempty support of a vector , write for the coordinates of in . Then
The Gram matrix is a Hermitian matrix, so its difference from the identity matrix is also a Hermitian matrix. By the finite-dimensional spectral theorem, its matrix 2-norm is the largest absolute eigenvalue, equivalently
Indeed, an expansion in an orthonormal eigenbasis bounds every Rayleigh quotient by the largest absolute eigenvalue, and an appropriate eigenvector attains that bound. The restricted isometry constant must bound this quantity for every of size at most , and the maximum of these quantities suffices for all sparse vectors of order . There are finitely many sets, so the maximum exists. The empty set contributes zero. Therefore
Let be the support of a vector . If the columns indexed by were linearly dependent, there would be a nonzero supported in with . For sufficiently small real , the nonzero signs of remain fixed, so
Both positive and negative preserve the residual and hence feasibility, even with noise. A nonzero slope contradicts minimality in one direction. A zero slope gives distinct minimizers, contradicting uniqueness. Thus those columns are linearly independent, and
This proves the sparse vector assertion without assuming a noiseless residual.
Within the sparse-vector implementation, use:
class Node(var value: Double, val index: Int,
           var prev: Node, var next: Node)
The header's index is the fixed vector dimension, so it need not change after construction. For a data node it is the coordinate index. The representation invariant requires a finite simple cycle through the header, reciprocal predecessor/successor links, strictly increasing indices in the forward data-node traversal, indices in , and a nonzero value at every data node. The header's value is ignored. The abstraction function assigns stored values to their indices and zero to all missing coordinates.
The numerical code below takes entries to be finite Double values. Excluding NaN and infinities makes the relationship to a real sparse vector explicit; arithmetic results still follow ordinary floating-point arithmetic.
Restricted isometry property Created 2026-10-05 Updated 2026-10-06
The restricted isometry property controls uniformly over sparse vectors. It supplies quantitative near-orthogonality of disjoint sparse coordinate combinations, not merely normalization of individual columns.
For two sparse vectors stored as increasing nonzero-coordinate streams, advance whichever current index is smaller; that coordinate has no possible partner in the other remaining stream. At equal indices, accumulate the product and advance both. The loop invariant accounts for all matched coordinates already passed and excludes any future match for skipped smaller coordinates. Termination occurs when either stream ends. The method uses time and constant auxiliary space, with floating-point results subject to the chosen evaluation order.
Sparse injectivity Created 2026-10-06 Updated 2026-10-07
A linear map is injective on the class of sparse vectors of order exactly when its null space contains no nonzero vector with at most nonzero entries. Differences of two sparse vectors have at most active coordinates. Conversely, splitting the support of a vector of a -sparse null vector into two parts constructs two distinct -sparse vectors with the same image. The strict null space property implies sparse injectivity by applying it to both parts of such a split.