Sparse recovery with pre-Gaussian random matrices Academic Article uri icon


  • For an m N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by l1-minimization under the optimal condition m > cs In (e N/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the l1-norm and the outer norm depends on probability distributions. Instytut Matematyczny PAN, 2010.

published proceedings


author list (cited authors)

  • Foucart, S., & Lai, M.

citation count

  • 20

complete list of authors

  • Foucart, Simon||Lai, Ming-Jun

publication date

  • December 2010