Vanishingly Sparse Matrices and Expander Graphs, With Application to Compressed Sensing

摘要

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random with replacement. These matrices have a one-to-one correspondence with the adjacency matrices of fixed left degree expander graphs. We present formulas for the expected cardinality of the set of neighbors for these graphs, and present tail bounds on the probability that this cardinality will be less than the expected value. Deducible from these bounds are similar bounds for the expansion of the graph which is of interest in many applications. These bounds are derived through a more detailed analysis of collisions in unions of sets. Key to this analysis is a novel dyadic splitting technique. The analysis led to the derivation of better order constants that allow for quantitative theorems on existence of lossless expander graphs and hence the sparse random matrices we consider and also quantitative compressed sensing sampling theorems when using sparse nonmean-zero measurement matrices. © 1963-2012 IEEE.