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Small coherence implies the weak Null Space Property

Abstract

In the Compressed Sensing community, it is well known that given a matrix XRn×pX \in \mathbb R^{n\times p} with 2\ell_2 normalized columns, the Restricted Isometry Property (RIP) implies the Null Space Property (NSP). It is also well known that a small Coherence μ\mu implies a weak RIP, i.e. the singular values of XTX_T lie between 1δ1-\delta and 1+δ1+\delta for "most" index subsets T{1,,p}T \subset \{1,\ldots,p\} with size governed by μ\mu and δ\delta. In this short note, we show that a small Coherence implies a weak Null Space Property, i.e. hT2C hTc1/s\Vert h_T\Vert_2 \le C \ \Vert h_{T^c}\Vert_1/\sqrt{s} for most T{1,,p}T \subset \{1,\ldots,p\} with cardinality Ts|T|\le s. We moreover prove some singular value perturbation bounds that may also prove useful for other applications.

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