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Stable recovery of low rank matrices from nuclear norm minimization. (English) Zbl 1395.90203

Summary: Low rank matrix recovery is a new topic drawing the attention of many researchers which addresses the problem of recovering an unknown low rank matrix from few linear measurements. The matrix Dantzig selector and the matrix Lasso are two important algorithms based on nuclear norm minimization. In this paper, we first prove some decay properties of restricted isometry constants, then we discuss the recovery errors of these two algorithms and give a new bound of restricted isometry constant to guarantee stable recovery, which improves the results of [E. Candès and Y. Plan, IEEE Trans. Inf. Theory 57, No. 4, 2342–2359 (2011; Zbl 1366.90160)].

MSC:

90C25 Convex programming
94A12 Signal theory (characterization, reconstruction, filtering, etc.)

Citations:

Zbl 1366.90160

Software:

CoSaMP
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References:

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