Sparse Solutions of Underdetermined Linear Systems

Series
Applied and Computational Mathematics Seminar
Time
Monday, January 26, 2009 - 1:00pm for 1 hour (actually 50 minutes)
Location
Skiles 255
Speaker
Ming-Jun Lai – University of Georgia
Organizer
Haomin Zhou
I will first explain why we want to find the sparse solutions of underdetermined linear systems. Then I will explain how to solve the systems using \ell_1, OGA, and \ell_q approaches. There are some sufficient conditions to ensure that these solutions are the sparse one, e.g., some conditions based on restricted isometry property (RIP) by Candes, Romberg, and Tao'06 and Candes'08. These conditions are improved recently in Foucart and Lai'08. Furthermore, usually, Gaussian random matrices satisfy the RIP. I shall explain random matrices with strictly sub-Gaussian random variables also satisfy the RIP.