Restricted Isometry Property for General p-Norms

Abstract: The Restricted Isometry Property (RIP) is a fundamental property of a matrix which enables sparse recovery. Informally, an $m \times n$ matrix satisfies RIP of order $k$ for the $\ell_p$ norm, if $|Ax|_p \approx |x|_p$ for every vector $x$ with at most $k$ non-zero coordinates. For every $1 \leq p < \infty$ we obtain almost tight bounds on the minimum number of rows $m$ necessary for the RIP property to hold. Prior to this work, only the cases $p = 1$, $1 + 1 / \log k$, and $2$ were studied. Interestingly, our results show that the case $p = 2$ is a "singularity" point: the optimal number of rows $m$ is $\widetilde{\Theta}(k^{p})$ for all $p\in [1,\infty)\setminus {2}$, as opposed to $\widetilde{\Theta}(k)$ for $k=2$. We also obtain almost tight bounds for the column sparsity of RIP matrices and discuss implications of our results for the Stable Sparse Recovery problem.