LIU et al.: ROBUSTNESS OF SPARSE RECOVERY VIA F-MINIMIZATION 3999
so that the key optimization problems in many of the sparse
recovery algorithms can be subsumed in our framework,
including
p
-minimization and ZAP algorithm. The definition
is also quite natural, since it can be checked that F is
a sparseness measure if and only if its corresponding cost
function J induces a metric on R
n
via d(x, y) := J(x − y).
When F ∈ M,thenull space property (NSP) turns out to
be equivalent with ERC:
Lemma 1 (Null Space Property [8] (Lemma 6)): If F∈M,
then a necessary and sufficient condition for ERC is
J(z
T
)<J (z
T
c
), ∀z ∈ N (A) \{0}, T :|T |≤k. (11)
where N (A) denotes the null space of A.
It’s useful to define the null space constant [8], especially
when one wants to study
p
-minimization or to compare it
with F-minimization:
Definition 4 (Null Space Constant, NSC): Suppose F ∈M,
q ∈ (0, 1]. Define the null space constant is defined as:
θ
J
:= sup
z∈N (A)\{0}
max
|T |≤k
J(z
T
)
J(z
T
c
)
. (12)
In the same spirit, we denote by θ
p
the null space constant
associated with
p
cost function.
The null space constant is closely associated with NSP,
and hence characterizes the performance of F-minimization.
We have the following result, which is a direct consequence
of Definition 4 and Lemma 1.
Lemma 2:
1) θ
J
≤ 1 is a necessary condition for ERC;
2) θ
J
< 1 is a sufficient condition for ERC.
In the case of
p
-minimization, one can obtain the following
characterization (see [19]), which is more exact than the case
of F-minimization as described in Lemma 2:
Lemma 3: For
p
cost functions, θ
p
< 1 is a both neces-
sary and sufficient condition for ERC.
C. Preliminaries of the Grassmann Manifold
In this subsection we briefly review some relevant properties
of the Grassmann manifold. More detailed treatment of this
subject and related concepts in differential topology can be
found in many standard texts, such as [23] and [24]. The
main thrust for considering this object is that, by Lemma 1 the
property of exact recovery of a particular measurement matrix
is completely determined by its null space N (A), which is an
l := n − m dimensional linear subspace of R
n
when A is of
full rank.
Geometrically, the Grassmann manifold G
l
(R
n
) can be
conceived as the collection of all the l dimensional subspaces
(l-planes) of R
n
. One can introduce a topology on G
l
(R
n
)
by defining a metric on it: for arbitrary ν, ν
∈ G
l
(R
n
),the
distance between ν, ν
can be defined as [25]:
dist(ν, ν
) := P
ν
− P
ν
, (13)
where P
ν
(resp. P
ν
) is the projection matrix onto ν (resp. ν
),
and ·denotes the spectral norm. The Grassmann manifold
is then a compact metric space.
We shall next define the coordinates on G
l
(R
n
) to introduce
its differential manifold structure. Let F(n, l) be the set of
all non-degenerate (invertible) n × l matrices, and let ∼ be
the following equivalence relation: If X, Y ∈ F(n, l),then
X ∼ Y if there is an l × l invertible matrix V such that
Y = XV. Hence the Grassmann manifold can be defined as a
quotient space G
l
(R
n
) := F(n, l)/∼, for which we denote by
π : F(n, l) → G
l
(R
n
) the associated natural projection. For
any arbitrary collection of indices 1 ≤ i
1
< i
2
< ···< i
l
≤ n,
let 1 ≤
¯
i
1
<
¯
i
2
< ··· <
¯
i
n−l
≤ n be the remaining indices.
GivenanindexsetI ={i
1
, i
2
,...,i
l
}, we denote by X
I
the
l ×l sub-matrix formed by the rows of X indexed by I .Define
V
I
:= {X ∈ F(n, l) | det X
I
= 0}, (14)
U
I
:= π(U
I
). (15)
Then {U
I
} constitutes an open covering of G
l
(R
n
).For
Y ∈ π
−1
(ν),whereν ∈ U
I
, the matrix X = YY
−1
I
is
an invariant of ν, meaning that for any other
˜
Y ∈ π
−1
(ν),
˜
Y(
˜
Y
I
)
−1
= X.SinceX
I
is the l × l identity matrix, X is
determined by X
I
c
.Defineφ
I
: U
I
→ M(n −l, l), v → X
I
c
.
We call each (U
I
,φ
I
) a chart.Then{(U
I
,φ
I
) | 1 ≤
i
1
< ···< i
l
≤ n} forms an atlas of G
l
(R
n
), meaning that U
I
covers G
l
(R
n
) and any two charts in this collection
are C
∞
compatible.
Concepts such as open sets and interior are well-defined
once a topology on G
l
(R
n
) has been unambiguously chosen.
One might notice that there are possibly two topologies defined
on G
l
(R
n
): the metric topology arising from the metric defined
in (13), and the manifold topology (which is connected to the
standard topology on R
ml
by all the homeomorphisms {φ
I
}).
Unsurprisingly these two topologies agree, since standard
calculations would show that the metric on U
I
induced from
the Euclidean metric on φ
I
(U
I
) is topologically equivalent to
the metric defined in (13).
Further, since G
l
(R
n
) is a C
∞
(therefore differentiable)
manifold, the concept of measure zero set can be defined as
follows:
Definition 5 [24, Definition 1.16]: A subset A of a differ-
entiable manifold has measure zero if φ(A ∩U) has Lebesgue
measure zero for every chart (U,φ).
Remark 1: The differentiability of the manifold ensures that
the definition of the measure zero set is “consistent” for the
various choices of φ. In particular, to check that a set A
is of measure zero, one only needs to pick a collection of
homeomorphisms {φ
I
}
I∈S
whose domains cover U, and check
that φ
I
(A ∩U
I
) has measure zero for each I ∈ S.
The Haar measure, denoted as μ, is the unique probability
measure on G
l
(R
n
) which is invariant with respect to the
orthogonal group’s action on G
l
(R
n
), that is, the action on
the quotient space G
l
(R
n
) induced from the action of left
multiplication of n × n orthogonal matrix on F(n, l).The
requirement that a set A has zero Haar measure agrees with
Definition 5 [23]. The Haar measure is of practical importance,
since it coincides with the probability distribution of the null
space of A when A is rotationally invariant,thatis,the
distribution of A is the same as that of AQ for any orthogonal
matrix Q. In particular, this is true when A is a (standard)
Gaussian random matrix.