Code and Data Supplement for "Random Subsets of Structured Deterministic Frames have MANOVA Spectra"

Placeholder Show Content

Abstract/Contents

Abstract
We draw a random subset of $k$ rows from a frame with $n$ rows (vectors) and $m$ columns (dimensions), where $k$ and $m$ are proportional to $n$. For a variety of important deterministic equiangular tight frames (ETFs) and tight non-ETF frames, we consider the distribution of singular values of the $k$-subset matrix. We observe that for large $n$ they can be precisely described by a known probability distribution -- Wachter's MANOVA spectral distribution, a phenomenon that was previously known only for two types of random frames. In terms of convergence to this limit, the $k$-subset matrix from all these frames is shown to be empirically indistinguishable from the classical MANOVA (Jacobi) random matrix ensemble. Thus empirically the MANOVA ensemble offers a universal description of the spectra of randomly selected $k$-subframes, even those taken from deterministic frames. The same universality phenomena is shown to hold for notable random frames as well. This description enables exact calculations of properties of solutions for systems of linear equations based on a random choice of $k$ frame vectors out of $n$ possible vectors, and has a variety of implications for erasure coding, compressed sensing, and sparse recovery. When the aspect ratio $m/n$ is small, the MANOVA spectrum tends to the well known Mar\u cenko-Pastur distribution of the singular values of a Gaussian matrix, in agreement with previous work on highly redundant frames. Our results are empirical, but they are exhaustive, precise and fully reproducible.

Description

Type of resource software, multimedia
Date created January 2017

Creators/Contributors

Author Haikin, Marina
Author Zamir, Ram
Author Gavish, Matan

Subjects

Subject Deterministic frames
Subject equiangular tight frames
Subject MANOVA
Subject Jacobi ensemble
Subject restricted isometry property
Subject Gaussian channel with erasures
Subject Grassmannian frame
Subject Paley frame
Subject random Fourier
Subject Shannon transform
Subject analog source coding

Bibliographic information

Related Publication Haikin, M., Zamir, R., Gavish, M. (2017). Random Subsets of Structured Deterministic Frames have MANOVA Spectra. PNAS. https://doi.org/10.1073/pnas.1700203114
Related item
Location https://purl.stanford.edu/qg138qm8653

Access conditions

Use and reproduction
User agrees that, where applicable, content will not be used to identify or to otherwise infringe the privacy or confidentiality rights of individuals. Content distributed via the Stanford Digital Repository may be subject to additional license and use restrictions applied by the depositor.
License
This work is licensed under a Creative Commons Attribution 3.0 Unported license (CC BY).

Preferred citation

Preferred Citation

Haikin, M., Zamir, R., Gavish, M., Random Subsets of Structured Deterministic Frames have MANOVA Spectra,
arxiv:1701.01211 (2017)

Collection

Contact information

Also listed in

Loading usage metrics...