2012/02/01 by David L. Donoho, Yaakov Tsaig, Iddo Drori +2 · 1,507 citations
Computer Science · Engineering · Mathematics · #Algorithm #Applied mathematics #Compressed sensing #Computer science #Image and Signal Denoising Methods #Linear system #Matching (statistics) #Matching pursuit #Mathematical analysis #Mathematical optimization #Mathematics #Matrix Theory and Algorithms #Sparse and Compressive Sensing Techniques #Statistics #Underdetermined system
paper · doi:10.1109/tit.2011.2173241
published in IEEE Transactions on Information Theory 58(2), 1094-1121 (Institute of Electrical and Electronics Engineers)
openalex publication_date 2012/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29
Finding the sparsest solution to underdetermined systems of linear equationsy= Φxis NP-hard in general. We show here that for systems with “typical”/“random” Φ, a good approximation to the sparsest solution is obtained by applying a fixed number of standard operations from linear algebra. Our proposal, Stagewise Orthogonal Matching Pursuit (StOMP), successively transforms the signal into a negligible residual. Starting with initial residualr0=y, at thes-th stage it forms the “matched filter” ΦTrs-1, identifies all coordinates with amplitudes exceeding a specially chosen threshold, solves a least-squares problem using the selected coordinates, and subtracts the least-squares fit, producing a new residual. After a fixed number of stages (e.g., 10), it stops. In contrast to Orthogonal Matching Pursuit (OMP), many coefficients can enter the model at each stage in StOMP while only one enters per stage in OMP; and StOMP takes a fixed number of stages (e.g., 10), while OMP can take many (e.g.,n). We give both theoretical and empirical support for the large-system effectiveness of StOMP. We give numerical examples showing that StOMP rapidly and reliably finds sparse solutions in compressed sensing, decoding of error-correcting codes, and overcomplete representation.