A Simplified Approach to Recovery Conditions for Low Rank Matrices

Mathematics – Optimization and Control

Scientific paper

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6 pages, This is a modified version of a paper submitted to ISIT 2011; Proc. Intl. Symp. Info. Theory (ISIT), Aug 2011

Scientific paper

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as $\ell_p$ minimization with $p<1$. These algorithms are known to succeed if certain conditions on the measurement map are satisfied. Proofs of robust recovery for matrices have so far been much more involved than in the vector case. In this paper, we show how several robust classes of recovery conditions can be extended from vectors to matrices in a simple and transparent way, leading to the best known restricted isometry and nullspace conditions for matrix recovery. Our results rely on the ability to "vectorize" matrices through the use of a key singular value inequality.

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