Fast Greedy Approaches for Compressive Sensing of Large-Scale Signals

TL;DR

This paper introduces a fast, cost-effective method for large-scale compressive sensing that enhances traditional greedy algorithms by combining operator-based strategies with iterative least squares solving, significantly improving efficiency.

Contribution

It proposes a novel combination of conjugate gradient and weighted least squares to accelerate greedy algorithms for large-scale compressive sensing, overcoming previous computational bottlenecks.

Findings

Method reduces computational cost significantly.

Performance is validated through extensive simulations.

Compatible with existing greedy algorithms for large-scale data.

Abstract

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive memory storage. In this paper, we revisit well-known solvers called greedy algorithms, including Orthogonal Matching Pursuit (OMP), Subspace Pursuit (SP), Orthogonal Matching Pursuit with Replacement (OMPR). Generally, these approaches are conducted by iteratively executing two main steps: 1) support detection and 2) solving least square problem. To reduce the cost of Step 1, it is not hard to employ the sensing matrix that can be implemented by operator-based strategy instead of matrix-based one and can be speeded by fast Fourier Transform (FFT). Step 2, however, requires maintaining and calculating a pseudo-inverse of a sub-matrix, which is random and not structural, and, thus, operator-based matrix does not work. To overcome this difficulty, instead of solving Step 2 by a closed-form solution, we propose a fast and cost-effective least square solver, which combines a Conjugate Gradient (CG) method with our proposed weighted least square problem to iteratively approximate the ground truth yielded by a greedy algorithm. Extensive simulations and theoretical analysis validate that the proposed method is cost-efficient and is readily incorporated with the existing greedy algorithms to remarkably improve the performance for large-scale problems.