Convergence Speed of a Dynamical System for Sparse Recovery

TL;DR

This paper analyzes the convergence rate of the Locally Competitive Algorithm (LCA), a continuous-time dynamical system for sparse recovery via L1-minimization, providing guarantees on its speed under certain conditions.

Contribution

It offers the first convergence time guarantees for the LCA, relating it to the measurement matrix's restricted isometry property and analyzing both noisy and noiseless cases.

Findings

Convergence time depends on the restricted isometry constant.

Path of the LCA can be described by linear differential equations.

Results are supported by simulation experiments.

Abstract

This paper studies the convergence rate of a continuous-time dynamical system for L1-minimization, known as the Locally Competitive Algorithm (LCA). Solving L1-minimization} problems efficiently and rapidly is of great interest to the signal processing community, as these programs have been shown to recover sparse solutions to underdetermined systems of linear equations and come with strong performance guarantees. The LCA under study differs from the typical L1 solver in that it operates in continuous time: instead of being specified by discrete iterations, it evolves according to a system of nonlinear ordinary differential equations. The LCA is constructed from simple components, giving it the potential to be implemented as a large-scale analog circuit. The goal of this paper is to give guarantees on the convergence time of the LCA system. To do so, we analyze how the LCA evolves as it is recovering a sparse signal from underdetermined measurements. We show that under appropriate conditions on the measurement matrix and the problem parameters, the path the LCA follows can be described as a sequence of linear differential equations, each with a small number of active variables. This allows us to relate the convergence time of the system to the restricted isometry constant of the matrix. Interesting parallels to sparse-recovery digital solvers emerge from this study. Our analysis covers both the noisy and noiseless settings and is supported by simulation results.