Necessary and Sufficient Null Space Condition for Nuclear Norm Minimization in Low-Rank Matrix Recovery

摘要

Low-rank matrix recovery has found many applications in science and engineering such as machine learning, system identification, and Euclidean embedding. However, the low-rank matrix recovery problem is an NP hard problem and thus challenging. A commonly used heuristic approach is the nuclear norm minimization. Recently, some authors established the necessary and sufficient null space conditions for nuclear norm minimization to recover every possible low-rank matrix with rank at most r (the strong null space condition). Oymak et al. established a null space condition for successful recovery of a given low-rank matrix (the weak null space condition) using nuclear norm minimization, and derived the phase transition for the nuclear norm minimization. In this paper, we show that the weak null space condition proposed by Oymak et al. is only a sufficient condition for successful matrix recovery using nuclear norm minimization, and is not a necessary condition as claimed. We further give a weak null space condition for low-rank matrix recovery, which is both necessary and sufficient for the success of nuclear norm minimization. At the core of our derivation are an inequality for characterizing the nuclear norms of block matrices, and the conditions for equality to hold in that inequality.