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Xavier Andrade edited Theory.tex
over 9 years ago
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Suppose we wish to recover an \(N \times N\) matrix \(A\) known to be sparse in a particular orthonormal basis $\{\psi_i\}$(for simplicity we restrict ourselves to square matrices an orthonormal bases). Without no prior knowledge of where the \(S\) non-zero
entries of \(A\) are located, to recover the matrix we need to calculate all the elements of of the matrix.
\(\{\phi_i\}\). The matrices In a second basis \(\{\phi_i\}\), the matrix \(A\)
and has a second representation \(B\)
are related according to
the change-of-basis formula given by
\begin{align}
\label{eq:cob_matrix}
B =
PAP^{T} PAP^{T}\ ,
\end{align}
where \(P\) is the orthogonal matrix that transforms any vector from
the basis $\{\psi_i\}$ to $\{\phi_i\}$.
In general, \(B\) is not a sparse matrix.
If we regard \(A\) and \(B\) as \(N^2\)-element \emph{vectors}
formed by stacking the columns of the matrices, we can note that the change-of-basis
transformation between \(A\) and \(B\) given by eq.~(\ref{eq:cob_matrix}) is \emph{linear}. This fact enables us to use of the machinery of compressed sensing for the problem of determining \(A\).
The key point of eq.~(\ref{eq:cob_matrix}) is that Given the
entries of
that if we regard \(A\) and \(B\) as \(N^2\)-element \emph{vectors}
formed by stacking the columns of matrix \(P\) or equivalently the
matrices, the change-of-basis
transformation between \(A\) and \(B\) is \emph{linear}. This fact
enables basis \(\{\phi_i\}\), compressed sensing allows to reconstruct the full
use of the machinery matrix \(A\) sampling \texit{some} of
compressed sensing: the entries of
\(B\) may be undersampled at random, and \(A\) may be
recovered \(B\). The reconstruction is done by solving the basis pursuit problem (BP),
\begin{align}
\label{eq:bpdn}
\min_{A} ||A||_1 \quad \textrm{subject to} \quad PAP^T = B,