Convergence of the Generalized Alternating Projection Algorithm for Compressive Sensing

26 August 2015

New Image

The convergence of the generalized alternating projection (GAP) algorithm is studied in this paper to solve the compressive sensing problem y = Ax + n. By assuming that A Ats is invertible, we prove that GAP converges linearly within a certain range of step-size under the restricted isometry property (RIP) condition of delta_2K, where K is the sparsity of. The theoretical analysis is extended to the adaptively iterative thresholding (AIT) algorithms, for which the convergence rate is also derived based on delta_2K. We prove that, under the same conditions, the convergence rate of GAP is faster than AIT. Extensive simulation results verify the theoretical assertions.