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The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing (1205.2081v6)

Published 9 May 2012 in math.OC, cs.IT, and math.IT

Abstract: This paper deals with the computational complexity of conditions which guarantee that the NP-hard problem of finding the sparsest solution to an underdetermined linear system can be solved by efficient algorithms. In the literature, several such conditions have been introduced. The most well-known ones are the mutual coherence, the restricted isometry property (RIP), and the nullspace property (NSP). While evaluating the mutual coherence of a given matrix is easy, it has been suspected for some time that evaluating RIP and NSP is computationally intractable in general. We confirm these conjectures by showing that for a given matrix A and positive integer k, computing the best constants for which the RIP or NSP hold is, in general, NP-hard. These results are based on the fact that determining the spark of a matrix is NP-hard, which is also established in this paper. Furthermore, we also give several complexity statements about problems related to the above concepts.

Citations (378)

Summary

  • The paper proves that computing spark, RIP, and NSP constants is NP-hard or coNP-complete, confirming major complexity conjectures.
  • It demonstrates that verifying key properties in compressed sensing requires approximation methods for practical sparse recovery.
  • The study substantiates the need for efficient heuristic algorithms to tackle high-dimensional signal reconstruction challenges.

The paper "The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing" by Andreas M. TiLLMann and Marc E. Pfetsch explores the intricate computational complexities associated with critical conditions in compressed sensing. These conditions are pivotal as they guarantee solutions to the NP-hard problem of finding the sparsest solution to an underdetermined linear system. The key conditions examined include the Restricted Isometry Property (RIP), the Nullspace Property (NSP), and the concept of spark.

Overview

The paper aims to rigorously address longstanding conjectures in the field regarding the computational intractability of evaluating the RIP and NSP for given matrices. There has been a general anticipation within the computational and signal processing communities that these properties are computationally formidable, yet empirical proofs have been sparse. This paper succeeds in confirming such conjectures by proving that computing the exact constants for which the RIP or NSP hold is, broadly, NP-hard.

Main Contributions

  1. Spark Complexity: The authors first focus on the complexity of the spark of a matrix, which is the smallest number of linearly dependent columns. They establish that determining the spark is NP-hard, dispelling any lingering uncertainties regarding its computational difficulty.
  2. RIP Complexity: In proceeding to the RIP, the paper shows that not only is it NP-hard to compute specific Restricted Isometry Constants (RIC) for a given matrix and integer order, but also that it is coNP-complete to determine whether a matrix satisfies RIP with any constant smaller than one. This extends to the certification of RIP, proving this to be NP-hard for a given constant.
  3. NSP Complexity: Turning to NSP, the authors prove that it is coNP-complete to decide whether a matrix satisfies the NSP with a constant less than one, marking a significant advance from intractability assumptions to categorical proof.

Implications

The implications of these results are quite profound for the theoretical advancement and practical application of compressed sensing. From a theoretical standpoint, these findings underscore the importance of approximation methods and heuristics in handling sparse signal recovery, as they delineate the boundaries of computational feasibility. Practically, this highlights the challenges in verifying certain conditions for exact sparse recovery, emphasizing the need for innovative approaches or acceptances of approximate solutions.

The results also drive home that while conditions like the mutual coherence can offer approximate guarantees with easier computation, they fall short when addressing the full power of RIP or NSP, which are both necessary and sufficient under certain sparsity regimes.

Outlook and Future Work

Future research could explore the dimension of efficiently computable approximations to RIC or NSP constants. Understanding the limits of approximation, and under what assumptions stronger guarantees might be computable, could hold significant value. Moreover, the intersection of these complexity results with practical algorithms in machine learning, where compressed sensing has found broad applications, could yield fruitful insights into designing efficient heuristic methods that work well in high-dimensional data spaces.

Conclusion

In conclusion, this paper provides a crucial theoretical underpinning to the complexities intertwined with ensuring successful sparse recovery in compressed sensing. The rigorous proofs offered for the NP-hard nature of the conditions discussed not only validate longstanding assumptions but also pave the way for a deeper exploration into approximation and heuristics as viable paths forward in the analysis and application of sparse solutions.