Satisfying the Restricted Isometry Property with the Optimal Number of Rows and Slightly Less Randomness
Abstract
A matrix satisfies the restricted isometry property if is approximately equal to for all -sparse vectors . We give a construction of RIP matrices with the optimal rows using bits of randomness. The main technical ingredient is an extension of the Hanson-Wright inequality to -biased distributions.
Keywords: Compressed Sensing, Randomness Reduction, Restricted Isometry Property
1 Introduction
A matrix is said to satisfy the -restricted isometry property if for every -sparse vector , one has
where denotes the norm. This notion, introduced by Candès and Tao [CT05], has many applications especially in the field of compressed sensing [Can08].
A major goal is to construct such matrices so that the number of rows is as small as possible compared to and . In this note, we will mostly ignore the dependence on . It is known that rows are necessary for the restricted isometry property to hold [FPRU10].
If the construction is required to be deterministic there are many constructions with rows [Kas75, AGHP92, DeV07, NT11]. In a breakthrough result due to Bourgain, Dilworth, Ford, Konyagin, and Kutzarova [BDF+11], a construction with rows was obtained, for some very small constant . This was later improved by Mixon [Mix15], and Bandeira, Mixon, and Moreira [BMM17] conditioned on a number-theoretic conjecture. It is known that significant improvements would imply explicit constructions of Ramsey graphs [Gam20].
On the other hand, there exist randomized constructions that do achieve the optimal number of rows. In particular, if each entry is an independent Gaussian or Bernoulli random variable, then the restricted isometry property holds for [CT06, BDDW08, MPTJ08].
Randomized constructions can be evaluated by the number of bits of randomness they use. When all entries are independent, then bits of randomness are needed. Thus, towards the goal of deterministic constructions of matrices that satisfy the restricted isometry property, one can ask if there exist constructions that use fewer bits of randomness.
There is a long line of work that considers a construction where each row of is a random row of a Fourier or Walsh-Hadamard matrix [CT06, RV08, CGV13, Bou14, HR17]. Such constructions use bits of randomness. The analysis due to Haviv and Regev [HR17], and later improved by [BDJR21], obtain the best-known bound on the number of rows . However, it is known that when the rows are obtained from a Walsh-Hadamard matrix, the number of rows must be [BLL+23]. Thus, such constructions can not achieve the optimal number of rows that constructions with independent entries can.
Another choice of construction allows for the entries of to come from a -wise independent distribution. Combining the analysis of [CW09] with [BDDW08], a slight modification to the analysis for independent entries holds for -wise independent entries. In particular, one can let be the optimal . Standard constructions of -wise independent random variables when require bits of randomness. This was slightly improved in [KN10] to a construction that requires only bits of randomness.
Finally, a third line of work uses pseudorandom properties of the Legendre symbol. This approach uses bits of randomness, but requires rows [BFMM16].
In this note, we use almost -wise independent distributions when to show that that random bits is enough to construct a matrix that satisfies the restricted isometry property. This is the least amount of randomness used among all randomized constructions with the optimal number of rows listed above. However, when for some constant for example, this recovers the result in [KN10] as in this case.
The pseudorandom properties of the almost -wise independent distributions that we use are similar to the pseudorandom properties of the Legendre symbol used in [BFMM16]. Compared to [KN10] and [BFMM16], our proof is arguably simpler. However, it is conjectured that the Legendre symbol can be used to construct deterministic RIP matrices, something that is not true for the techniques in this note.
Theorem 1.1.
There exists a distribution of matrices for that can be sampled efficiently using bits of randomness such that a sample from this distribution satisfies the -restricted isometry property with high probability.
The proof of this theorem follows the same structure as [CW09] with [BDDW08] when the entries of come from a truly -wise independent distribution. In particular, one focuses on the more general question of constructing a matrix that is a Johnson-Lindenstrauss projection. That is, one shows that for any fixed unit vector
(1) |
for some constant . It was shown in [BDDW08] that if Eq. (1) holds for when , then the random matrix satisfies the restricted isometry property with high probability.
In this note, we only consider the case of when is -sparse. That is, when is not -sparse, and the entries of come from an almost -wise independent distribution, the number of random bits required for our generalization of the Hanson-Wright inequality to hold is too large to improve upon the result in [CW09]. However, for the purposes of constructing a matrix that satisfies the restricted isometry property, it is enough to consider only -sparse . This is because for the restricted isometry property to hold, it is enough to show that for -sparse vectors .
2 Preliminaries
If is a vector, we define the norm
If is a matrix, we define the norms
The construction of matrices is derived from -biased distributions, which we define below.
Definition 2.1.
A distribution is -biased -wise independent if when is sampled uniformly from , for all such that ,
The main ingredient of the proof of Theorem 1.1 is a generalization of the Hanson-Wright inequality. This inequality can often be used to obtain concentration inequalities for quadratic forms using Markov’s inequality, as will be done here. We state the original below [HW71] (see Theorem 3.1 in [KN14]).
Theorem 2.2.
There exists a constant such that the following holds. Let be independent random variables uniform over . Then for any symmetric and integer a power of ,
3 Proof of the Main Theorem
The main technical ingredient of this note is a generalization of the Hanson-Wright inequality [HW71] for -biased distributions which we state and prove below.
Lemma 3.1.
There exists a constant such that the following holds. Let be a sample from an -biased -wise independent distribution from for any integer a power of . Then for any symmetric ,
Proof.
Let . Then,
(2) |
Let be the set of sequences in such that each appears in an even number of pairs. Then Eq. (2) can be rewritten as
(3) | ||||
The equality follows from the definition of and the fact that for all . The inequality follows from the fact that when the are independent, the first sum in Eq. (3) evaluates to , and thus, Theorem 2.2 can be used to bound the second sum.
Because the come from an -biased -wise independent distribution,
when . Thus, the left-hand side of Eq. (3) is bounded above by
as desired. ∎
Proof of Theorem 1.1.
We let come from a -biased -wise independent distribution for , normalized so that all entries are from the set . There exists a construction using the desired number of random bits, , due to [AGHP92, NN93].
By Theorem 5.2 in [BDDW08], it is enough to show that Eq. (1) holds when is a -sparse vector such that , and .
For every -sparse vector , let be a block-diagonal matrix with blocks, where each block is equal to . Let contain each row of stacked in a vector. Note that contains at most non-zero entries as is -sparse, and thus . By Lemma 3.1, for some constants and ,
By direct computation, , , and . Thus, the bound becomes
By Markov’s inequality, one has
for some constant and , where the last inequality follows by noting that . ∎
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