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The performance of orthogonal multi-matching pursuit under RIP (1210.5323v3)

Published 19 Oct 2012 in cs.IT, cs.LG, math.IT, and math.NA

Abstract: The orthogonal multi-matching pursuit (OMMP) is a natural extension of orthogonal matching pursuit (OMP). We denote the OMMP with the parameter $M$ as OMMP(M) where $M\geq 1$ is an integer. The main difference between OMP and OMMP(M) is that OMMP(M) selects $M$ atoms per iteration, while OMP only adds one atom to the optimal atom set. In this paper, we study the performance of orthogonal multi-matching pursuit (OMMP) under RIP. In particular, we show that, when the measurement matrix A satisfies $(9s, 1/10)$-RIP, there exists an absolutely constant $M_0\leq 8$ so that OMMP(M_0) can recover $s$-sparse signal within $s$ iterations. We furthermore prove that, for slowly-decaying $s$-sparse signal, OMMP(M) can recover s-sparse signal within $O(\frac{s}{M})$ iterations for a large class of $M$. In particular, for $M=sa$ with $a\in [0,1/2]$, OMMP(M) can recover slowly-decaying $s$-sparse signal within $O(s{1-a})$ iterations. The result implies that OMMP can reduce the computational complexity heavily.

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