Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling

Adamczak, Radosław; Litvak, Alexander E.; Pajor, Alain; Tomczak-Jaegermann, Nicole

Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling

Authors

Adamczak, Radosław

Litvak, Alexander E.

Pajor, Alain

Tomczak-Jaegermann, Nicole

Description

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they satisfy a restricted isometry property (RIP) with overwhelming probability. In particular, we prove that matrices with i.i.d. centered and variance 1 entries that satisfy uniformly a sub-exponential tail inequality possess this property RIP with overwhelming probability. We show that such "sensing" matrices are valid for the exact reconstruction process of $m$-sparse vectors via $\ell_1$ minimization with $m\le Cn/\log^2 (cN/n)$. The class of sampling matrices we study includes the case of matrices with columns that are independent isotropic vectors with log-concave densities. We deduce that if $K\subset \R^n$ is a convex body and $X_1,..., X_N\in K$ are i.i.d. random vectors uniformly distributed on $K$, then, with overwhelming probability, the symmetric convex hull of these points is an $m$-centrally-neighborly polytope with $m\sim n/\log^2 (cN/n)$.