The restricted isometry property of subsampled fourier matrices

Abstract

A matrix A ∈ Cq×N satisfies the restricted isometry property of order k with constant ∈ if it preserves the l2 norm of all k-sparse vectors up to a factor of 1 ± ϵ. We prove that a matrix A obtained by randomly sampling q = O(k log2 k log N) rows from an N × N Fourier matrix satisfies the restricted isometry property of order k with a fixed ∈ with high probability. This improves on Rudelson and Vershynin (Comm Pure Appl Math, 2008), its subsequent improvements, and Bourgain (GAFA Seminar Notes, 2014).