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Monday, 17 September 2007

ca.analysis and odes - l^p space inequality related to compressed sensing

I'm trying to read Donoho's 2004 paper Compressed Sensing and am having trouble with a supposedly trivial statement (equation 1.2 on page 3).



He makes the sparsity assumption on thetainmathbbRm that for some 0<p<2 and R>0 we have |theta|pleqR. Then if thetaN denotes theta with everything except the N largest coefficients set to 0 he claims that |thetathetaN|2leqzeta2,pcdot|theta|pcdot(N+1)1/21/p for N=0,1,2,ldots where zeta2,p depends only on p.



I've tried writing out the definitions of various things. I've noticed that the Nth largest coefficient must satisfy midthetaimidleqRN1/p but I can't figure out how the result above follows.



I'm also having some difficulty thinking about ellp spaces with 0<p<1, in particular knowing what results from the p>1 theory apply. Does anyone know some good notes or a book that covers this?

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