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On the Uniqueness of Nonnegative Sparse Solutions to Underdetermined Systems of Equations

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3 Author(s)
Bruckstein, A.M. ; Dept. of Comput. Sci., Technion - Israel Inst. of Technol., Haifa ; Elad, M. ; Zibulevsky, M.

An underdetermined linear system of equations Ax = b with nonnegativity constraint x ges 0 is considered. It is shown that for matrices A with a row-span intersecting the positive orthant, if this problem admits a sufficiently sparse solution, it is necessarily unique. The bound on the required sparsity depends on a coherence property of the matrix A. This coherence measure can be improved by applying a conditioning stage on A, thereby strengthening the claimed result. The obtained uniqueness theorem relies on an extended theoretical analysis of the lscr0 - lscr1 equivalence developed here as well, considering a matrix A with arbitrary column norms, and an arbitrary monotone element-wise concave penalty replacing the lscr1-norm objective function. Finally, from a numerical point of view, a greedy algorithm-a variant of the matching pursuit-is presented, such that it is guaranteed to find this sparse solution. It is further shown how this algorithm can benefit from well-designed conditioning of A .

Published in:

Information Theory, IEEE Transactions on  (Volume:54 ,  Issue: 11 )

Date of Publication:

Nov. 2008

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