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About: Proof of the RIP for sub-Gaussian matrices

Module by: Mark A. Davenport. E-mail the author

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Name: Proof of the RIP for sub-Gaussian matrices
ID: m37186
Language: English (en)
Summary: In this module we provide a proof that sub-Gaussian matrices satisfy the restricted isometry property.
Subject: Mathematics and Statistics
Keywords: Concentration of measure, Johnson-Lindenstrauss lemma, Random matrices, Restricted isometry property, Sub-Gaussian distributions, Sub-Gaussian matrices
License: Creative Commons Attribution License CC-BY 3.0

Authors: Mark A. Davenport (markad@stanford.edu)
Copyright Holders: Mark A. Davenport (markad@stanford.edu)
Maintainers: Mark A. Davenport (markad@stanford.edu), Jared Adler (jca2@rice.edu), Daniel Williamson (dcwill@cnx.org)

Latest version: 1.4 (history)
First publication date: Mar 8, 2011 7:44 pm -0600
Last revision to module: Apr 10, 2011 12:26 am -0500

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Version History

Version: 1.5 Feb 19, 2013 5:41 pm -0600 by Mark A. Davenport
Changes:
Fixed error in construction (RIP proof needs to take place *on* the unit sphere, not inside) and fixed mistake in (13) regarding the precise failure probability.  The constant kappa_2 is updated accordingly.

Version: 1.4 Apr 10, 2011 12:26 am -0500 by Jared Adler Currently viewing this version.
Changes:
image fixes

Version: 1.3 Mar 28, 2011 12:24 am -0500 by Jared Adler
Changes:
google analytics

Version: 1.2 Mar 11, 2011 8:32 pm -0600 by Mark A. Davenport
Changes:
Added reference.

Version: 1.1 Mar 11, 2011 6:53 pm -0600 by Mark A. Davenport
Changes:
Initial publish.

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American Chemical Society (ACS) Style Guide:

Davenport, M. Proof of the RIP for sub-Gaussian matrices, OpenStax_CNX Web site. http://cnx.org/content/m37186/1.4/, Apr 10, 2011.

American Medical Assocation (AMA) Manual of Style:

Davenport M. Proof of the RIP for sub-Gaussian matrices [OpenStax_CNX Web site]. April 10, 2011. Available at: http://cnx.org/content/m37186/1.4/.

American Psychological Assocation (APA) Publication Manual:

Davenport, M. (2011, April 10). Proof of the RIP for sub-Gaussian matrices. Retrieved from the OpenStax_CNX Web site: http://cnx.org/content/m37186/1.4/

Chicago Manual of Style (Bibliography):

Davenport, Mark. "Proof of the RIP for sub-Gaussian matrices." OpenStax_CNX. April 10, 2011. http://cnx.org/content/m37186/1.4/.

Chicago Manual of Style (Note):

Mark Davenport, "Proof of the RIP for sub-Gaussian matrices," OpenStax_CNX, April 10, 2011, http://cnx.org/content/m37186/1.4/.

Chicago Manual of Style (Reference, in Author-Date style):

Davenport, M. 2011. Proof of the RIP for sub-Gaussian matrices. OpenStax_CNX, April 10, 2011. http://cnx.org/content/m37186/1.4/.

Modern Languages Association (MLA) Style Manual:

Davenport, Mark. Proof of the RIP for sub-Gaussian matrices. OpenStax_CNX. 10 Apr. 2011 <http://cnx.org/content/m37186/1.4/>.