Sparse recovery on Euclidean Jordan algebras

Abstract

This paper is concerned with the problem of sparse recovery on Euclidean Jordan algebra (SREJA), which includes the sparse signal recovery problem and the low-rank symmetric matrix recovery problem as special cases. We introduce the notions of restricted isometry property (RIP), null space property (NSP), and s-goodness for linear transformations in s-SREJA, all of which provide sufficient conditions for s-sparse recovery via the nuclear norm minimization on Euclidean Jordan algebra. Moreover, we show that both the s-goodness and the NSP are necessary and sufficient conditions for exact s-sparse recovery via the nuclear norm minimization on Euclidean Jordan algebra. Applying these characteristic properties, we establish the exact and stable recovery results for solving SREJA problems via nuclear norm minimization.