Is uniqueness important?

We’ve been trying to find rank one sign matrix decompositions for arbitrary matrices: A = UDV^t where U,V are sign matrices of conformal dimensions, and D is diagonal.

Pretty much, my advisor seems be aiming for any such sign decomposition, but I’m uncomfortable with that. Experimentally, I’ve constructed matrices as sums of 10 randomly weighted sign matrices, and found that just taking any decomposition (I used basis pursuit to find one) can give you about half as many possible rank one matrices having nonzero coefficients. So, if A was n \times n with n = 5, you might get 128 out of 256 rank one matrices contributing to A. (I counted uv^t,  (-u)v^t, u(-v)^t, and (-u)(-v)^t as the same matrix, so there are 2^{2n-2} unique rank one sign matrices in my dictionary).

This says two things to me: 1) we need to somehow be choosy about the decomposition we aim for, to ensure it has nice properties in some sense, even if it doesn’t give the holy grail of sparse representation, and 2) in this context, we shouldn’t think that representations whose \ell_1 coefficients are minimal are remotely similar to the sparse representations. The latter point is because the dictionary in this case (of rank one sign matrices) definitely doesn’t satisfy a RIP.

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Feb 17th, 2010 | Posted in Mathematics
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