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Jacob Sanders edited Numerical Foundation 2.tex
over 9 years ago
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The size of
the set \(W\), a number that we call \(M\), is the number of matrix elements of \(B\) that we need to sample and
it determines the quality of the
reconstruction. reconstruction of \(A\). From compressed sensing theory we can find a lower bound for \(M\), as a function of \(P\), \(S\) and \(N\).
One important requirement for compressed sensing is that the basis
$\{\psi_i\}$ \(\{\psi_i\}\) for \(A\) and the basis
$\{\phi_i\}$ \(\{\phi_i\}\) for \(B\) should be
\textit{incoherent}, meaning that the maximum overlap between any vector in the \(\{\psi_i\}\) and \(\{\psi_i\}\)
\begin{equation}
\label{eq:coherence}
\mu = \sqrt{N} \max_{i,j} \langle \psi_i | \phi_j \rangle
\end{equation}
should be as \emph{small} as possible (in general \(\mu\) ranges from 1 to \(\sqrt{N}\)).
Intuitively speaking, Intuitively, this incoherence condition
simply means that the change-of-basis matrix \(P\) should thoroughly scramble the entries of \(A\) to generate \(B\).
It can be proven~\cite{Candes2006,Donoho2006,Candes2008} that the number of entries of \(B\) which must be measured in order to fully recover \(A\) by solving the BP problem in eq.~\ref{eq:bpdn} scales as
\begin{align}