New constructions of RIP matrices with fast multiplication and fewer rows

TL;DR

This paper presents a new randomized method for constructing RIP matrices that support fast multiplication and require fewer rows, improving efficiency in compressed sensing and related applications.

Contribution

The authors introduce a novel RIP matrix construction using linear combinations of rows with random signs, reducing the number of rows needed and enabling nearly linear time multiplication.

Findings

Supports fast matrix-vector multiplication for RIP matrices

Reduces the number of rows compared to previous methods

Implicates faster Johnson-Lindenstrauss embeddings

Abstract

In compressed sensing, the "restricted isometry property" (RIP) is a sufficient condition for the efficient reconstruction of a nearly k-sparse vector x in C^d from m linear measurements Phi x. It is desirable for m to be small, and for Phi to support fast matrix-vector multiplication. In this work, we give a randomized construction of RIP matrices Phi in C^{m x d}, preserving the L_2 norms of all k-sparse vectors with distortion 1+eps, where the matrix-vector multiply Phi x can be computed in nearly linear time. The number of rows m is on the order of eps^{-2}klog dlog^2(klog d). Previous analyses of constructions of RIP matrices supporting fast matrix-vector multiplies, such as the sampled discrete Fourier matrix, required m to be larger by roughly a log k factor. Supporting fast matrix-vector multiplication is useful for iterative recovery algorithms which repeatedly multiply by Phi or Phi^*. Furthermore, our construction, together with a connection between RIP matrices and the Johnson-Lindenstrauss lemma in [Krahmer-Ward, SIAM. J. Math. Anal. 2011], implies fast Johnson-Lindenstrauss embeddings with asymptotically fewer rows than previously known. Our approach is a simple twist on previous constructions. Rather than choosing the rows for the embedding matrix to be rows sampled from some larger structured matrix (such as the discrete Fourier transform or a random circulant matrix), we instead choose each row of the embedding matrix to be a linear combination of a small number of rows of the original matrix, with random sign flips as coefficients. The main tool in our analysis is a recent bound for the supremum of certain types of Rademacher chaos processes in [Krahmer-Mendelson-Rauhut, arXiv:1207.0235].