Sharon, Y., Wright, J. and Ma, Y.
"Computation and Relaxation of Conditions for Equivalence between l1 and
l0 Minimization", submitted to the 49th Annual IEEE Symposium on
Foundations of Computer Science (FOCS),
2007
Abstract: In this paper, we investigate the exact conditions under which
the `1 and `0 minimizations arising in the context of sparse error
correction or sparse signal reconstruction are equivalent. We present a
much simplified condition for verifying equivalence, which leads to a
provably correct algorithm that computes the exact sparsity of the error
or the signal needed to ensure equivalence. Our algorithm is
combinatorial, and for large matrices it can only be used to estimate, for
signals with a certain sparsity, the probability that the l1 and l0
minimizations are equivalent. For small matrices, however, it produces the
exact result in a reasonably short time, up to 106 times faster than the
only other algorithm known for this problem. We present an example
application where such small matrices are needed, and for which our
algorithm can greatly assist with system design. We also show how, in the
case when the encoding matrix is imbalanced an optimal diagonal rescaling
matrix can be computed via linear programming, so that the rescaled system
enjoys the widest possible equivalence.