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Fast linearized Bregman method for compressed sensing.

1. Introduction

The idea of compressed sensing (CS) [1-5] goes against conventional wisdoms in data acquisition. CS asserts that one can recover signal which is sparse or compressible on certain basis from fewer non-adaptive, linear measurement than the traditional Nyquist method does, thus CS has the superiority in reducing computational and transmission cost, and has become an attractive method for signal processing. Since the development of the paradigm of CS, the basis pursuit (BP) problem [6] has become a topic of great interest.

In CS, let x [member of] [[??].sup.N] be a vector signal, and it can be represented with an orthogonal basis [PSI] = {[[phi].sub.i]|i = 1,2, ..., N}; that is,

x = [N.summation over (i=l)][[theta].sub.i][[phi].sub.i] = [PSI][THETA] (1)

where [[theta].sub.i] = <x, [[phi].sub.i]) denotes the sparse coefficients. The signal x has a K-sparse representation if [[parallel][THETA][parallel].sub.0] = K (where [[parallel][THETA][parallel].sub.0] denotes the number of nonzero entries of [THETA], and K [??] N), and x is a compressible signal if many coefficients in the vector [theta] are small and can be neglected without seriously degrading the signal.

We measure [THETA] directly in order to overcome the problem of that we must know the formation of [PSI], and we can use a matrix A [member of] [[??].sup.MxN] with M < N which incoherent with the sparse basis, and get:

y = A[THETA] (2)

where y [member of] [[??].sup.M] is the measurement, A is the measurement matrix. In this paper, the random Gaussian matrix is chosen as the measurement matrix A.

The aim of a BP problem is to find a sparse vector [THETA] [member of] [[??].sup.N] by solving the constrained minimization problem as follows.

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (3)

and then, the signal x can be reconstructed through the orthogonal basis [PSI] by the equation (1).

The Bregman method is a simple but efficient method for solving the BP problem [7]. Moreover, Yin et al. in [8] also noted that the Bregman method is equivalent to the augmented Lagrangian method for solving the BP problem and has identical performance as the linear programming (LP)-based reconstruction method. Therefore, this method has received tremendous attention from researchers and engineers [7-12]. However, since there is generally no explicit expression for the solution of the Bregman method, the linearized Bregman method (LBM) was proposed by Yin et al. in [8]. This method was derived by linearizing the quadratic penalty term on each iteration of the Bregman method, and was further analyzed in [9-10]. In order to overcome the problem of low convergence in LBM and achieve a faster convergence rate, Yin in [10]considered several techniques such as line search, BB step and L-BFGS, to accelerate the linearized Bregman method. A fast linearized Bregman iteration (FLBI) algorithm which added the "kicking" to the LBM was proposed in [11] by kicking the sparse vector [THETA] to the critical point of the stagnation when detect that [THETA] has been staying unchanged for a while. Indeed, this kicking procedure is similar to line search commonly used in optimization problems and modifies the initial algorithm in no way but just accelerates the convergence rate [11]. Besides, an accelerated linearized Bregman method (ALBM) which derived from the Nesterov method and the LBM was proposed in [12] for the same purpose. The main difference between the ALBM and the LBM is that the latter uses the previous iterate and subgradient to compute the new iterate, while the ALBM uses extrapolations new iterate and subgradient that are computed as linear combinations of the two previous iterates and subgradients, respectively [12].

FLBI and ALBM achieve a faster convergence rate, yet both algorithms have some shortcomings. On the one hand, it is very hard to estimate the length of the stagnation and detect that when [THETA] has been staying unchanged for the FLBI algorithm. Moreover, this method modifies the LBM algorithm in no way but just accelerates the convergence rate, thus it only has nearly identical performance as the LBM. On the other hand, since the convergence rate of the ALBM depends on the weighting parameters, it is necessary to choose an appropriate weighting parameters for this method, however, there is not a theoretically guide for choosing these weighting parameters up to now. For these reasons, a fast linearized Bregman method (FLBM), which is based on the fact that the linearized Bregman method (LBM) is equivalent to a gradient descent method applied to a certain formulation, is proposed to solve the BP problem, and achieves a faster convergence rate. The fast method introduced by Beck et al. in [13] has been studied and extended by others for nonsmooth minimization problems and variational inequalities, and not need to choose weighting parameters. Thus, we use this fast method to accelerate the convergence rate of the LBM.

The rest of this paper is organized as follows. In Section 2, we propose the FLBM algorithm to reconstruct the sparse coefficients from the measurement. Section 3 presents extensive numerical results to evaluate the performance of the proposed reconstruction algorithm in comparison with some conventional algorithms. Finally, concluding remarks are provided in Section 4.

2. Proposed Reconstruction Algorithm

The BP problem (3) can be transformed into a linear problem, and then solved by a conventional linear programming method. However, such methods are not tailored for matrices A that are large scale and completely dense, which is the case of the random Gaussian measurement matrix in this paper. For this reason, here we propose the FLBM to solve the BP problem which has identical performance as the LP-based reconstruction method but running dramatically faster.

In this section, we will introduce the Bregman and linearized Bregman method, and then present the fast linearized Bregman method for solving the BP problem. We will also analyze the complexity and the convergence of this algorithm.

2.1 Bregman and Linearized Bregman Methods

The Bregman method was proposed in [7] for solving the following constrained minimization problem.

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (4)

where J is a convex function.

The Bregman distance [14] based on the convex function J between points u and v is defined as

[D.sup.p.sub.J] (u,v) = J(u)-J(v) - <u - v,p> (5)

where p [member of] [partial derivative]J(v) is a subgradient in the subdifferential of J at the point v. The Bregman method is defined in terms of the Bregman distance.

To solve the problem (4), the Bregman method was given as follows: Given [u.sub.0] = [p.sub.0] = 0, we define

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (6)

This method can be written as

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (7)

Since there is generally no explicit expression for the solution of (7), the linearized Bregman method was proposed in [8]. This method was generated by

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (8)

The linearized Bregman algorithms return the solution to the problem (4) by solving the model

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (9)

with an appropriate [alpha]. This method is equivalent to the following formula [12]

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (10)

For the BP problem where J ([THETA]) = [[parallel][THETA][parallel].sub.1], we can get

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (11)

where soft (z,[eta]) is the soft thresholding function

soft (z,[eta]) = sgn(z) [Omicron] max {[absolute value of z] - [eta], 0} (12)

and [eta] > 0 is a known constant and sgn([??]) denotes the sign function. Besides, [v.sub.k] is an auxiliary variable

[v.sub.k] = [p.sub.k] + 1/[alpha] [[THETA].sub.k] (13)

2.2 Fast Linearized Bergman Method

Since the linearized Bregman method is equivalent to a gradient descent method applied to a certain formulation, we can accelerate the linearized Bregman method by techniques used to accelerate the classical gradient descent method. Here we consider the acceleration technique proposed by Beck et al. in [13]. This technique accelerates the classical gradient descent method in the sense that it reduces the iteration complexity significantly without increasing the per-iteration computational effort.

In order to accelerate the convergence rate of the above iteration, the fast method of Beck et al. [13] is applied to solve this problem. In this method, [THETA] is updated as follows.

[[THETA].sub.k+1] = [[bar.[THETA]].sub.k+1] + ([t.sub.k-1]/[t.sub.k+1])([[bar.[THETA].sub.k+1] - [[bar.[THETA].sub.k) (14)

and

[[bar.[THETA].sub.k+1] = [alpha]soft([v.sub.k], 1) (15)

where [t.sub.k+1] = 1 + [square root of 1 + 4[t.sup.2.sub.k]]/2, [t.sub.0] = 1 and [t.sub.k] - 1/[t.sub.k+1][member of][0,1] is the step length.

For the constrained minimization problem (3), FLBM replaces the problem (11) by the following iterative scheme:

[MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (16)

In summary, the FLBM algorithm consists of the following major steps:

1) Initialization: Given starting points [v.sub.0], [[bar.[THETA]].sub.0], [t.sub.0] = 1, and iteration index k = 0;

2) Update [bar.[THETA]] : [[bar.[THETA]].sub.k+1] = [alpha]soft([v.sub.k],1);

3) Update t: [t.sub.k+1] = 1 + [square root of 1 + 4[t.sup.2.sub.k]/2;

4) Update [THETA] : [[THETA].sub.k+1] = [[bar.[THETA].sub.k+1] + ([t.sub.k]-1/[t.sub.k+1])([[bar.[THETA].sub.k+1]- [[bar.[THETA].sub.k);

5) Update v: [v.sub.k+1] = [v.sub.k] - [A.sup.T] (A[[THETA].sub.k+1] - y);

6) The iteration is terminated if the termination condition is satisfied; otherwise, set k = k +1 and return to step 2).

The computational complexity of the FCLALM algorithm on each iteration is dominated by step 2) and step 5), whose total cost is O (MN), which is the same as the LBM. This is because at iteration k, the computational complexity of steps 2) and 5) are both O (MN), the computational complexity of step 3) is O (N), and the computational complexity of step 4) is O (1) only.

This FLBM reduces the iteration complexity significantly without increasing the per-iteration computational effort. Moreover, the FLBM belongs to the classical LBM framework, this fast method modifies the LBM in no way but just accelerates the convergence rate. Hence, the convergence of the FLBM method is ensured due to the convergence of the LBM, which can be found in [12].

Next we will give iteration complexity bounds for both the LBM and the FLBM algorithms Theorem 1([12]) Let the sequence {[[THETA].sub.k]} be generated by the linearized Bregman method, and ([[THETA].sup.*], [v.sup.*]) be the optimal solution of the BP Problem. Then for the function F([THETA], v) = J([THETA]) + 1/2[alpha][parallel][THETA]-[alpha]v[[parallel].sup.2.sub.2], we have

F([[THETA].sup.*, [v.sup.*]) - F ([[THETA].sub.k], [v.sub.k]) = O (1/k) (17)

Theorem 2 Let the sequence {[C]k} be generated by the fast linearized Bregman method, and ([[THETA].sup.*], [v.sup.*]) be the optimal solution of the BP Problem. Then for the function F ([THETA], v) = J ([THETA])+ 1/2[alpha][[parallel][THETA]-[alpha]v[parallel].sup.2.sub.2], we have

F([[THETA].sup.*], [v.sup.*])- F([[THETA].sub.k],[v.sub.k])=O(1/[k.sup.2]) (18)

The proof is very similar to the proof of the Theorem 3.4 in [12], so we omit it.

From the Theorem 1 and 2, we can easily get that the LBM requires O (1/[epsilon]) iterations to obtain an [epsilon] -optimal solution while the FLBM reduces this iteration complexity to O(1/[square root of [epsilon]) on each iteration.

3. Experimental Results and Analysis

In this section, some experimental results are presented to evaluate the performance of the proposed FLBM. Firstly, the test image of size n x n is arranged into a column vector of length N = [n.sup.2]. Then, this vector is divided into n frames of size n and we solve one frame at a time. The sampling rate of the test image is defined as r = m/n, where n is the frame size, and m is the dimension of the measurement of each frame.

The image can be represented with a sparse vector by an orthogonal basis. Many researches have been shown that images in the real world are known to have a sparse representation in the discrete wavelet transform (DWT) domain [15-17], so we choose the DWT basis as the sparse orthogonal basis [PSI] in this paper.

We take stopping criterion as follows:

[[parallel]A[[THETA].sub.k] - y[parallel].sub.2]/[[parallel]y[parallel].sub.2] < [10.sup.-3](19)

Here, we take the three different groups of images for testing: Lena (256 x 256), Peppers (256 x 256), and Man (512 x 512), and compare the FLBM reconstruction algorithm with ALBM, FLBI, LBM, BP algorithm [6] and OMP (Orthogonal Matching Pursuit) algorithm [18]. The proposed FLBM reconstruction algorithm is applied to these test images at the sampling [rate.sup.r] = 0.5. Experimental results on these test images, are shown in Figs. 1, 2 and 3, respectively.

Fig. 1(a) is the original Lena image, Fig. 1(b), (c), (d), (e), (f)and (g) are the reconstructed Lena images obtained by the FLBM, ALBM, FLBI, LBM, BP and OMP, respectively. The images in Figs. 2 and 3 have similar situations. It is clear from Figs. 1-3 that the reconstructed images of our proposed FLBM have more detailed information and are much closer to the original image as compared with the OMP algorithm, and have similar detailed information compared with the ALBM, FLBI, LBM and BP algorithm. Besides, in all these figures, image (b) looks much smoother and clearer than (g). In short, the proposed reconstruction algorithm performs slightly better in human perception of global information, which can enhance the definition of the reconstructed images greatly.

For easy observation, we can magnify the face regions of the reconstruction results with different algorithms for Lena image. The magnified face regions of the reconstruction results with different algorithms are shown in Fig. 4.

It is clear from Fig. 4 that there are reconstruction artifacts and blurring effect in the OMP reconstruction image. The reconstruction results obtained by FLBM has slightly better appearances than ALBM, FLBI, LBM and BP, and has better appearances than OMP. We can see that the reconstruction result of the new algorithm can maintain salient features of the face in the original Lena image and has less noises and artificial effects on the face.

To give the subjective quantitative results from the different reconstruction algorithms for these test images clearly, mean opinion score (MOS) method is used to measure the performance of the these algorithms. MOS method produces the accurate results with small number of scores. It is generated by averaging the results of a set of standard, subjective test and act as an indicator for the perceived image quality. In this experiment, we use ten observers. The ten observers for determining MOS have normal or corrected to normal vision and were non-experts. The MOS of these different reconstruction algorithms for Lena, Peppers and Man images are shown in Table 1.

It is clear from Table 1 that our proposed method has the best performance among all these test images for different reconstruction algorithms except BP algorithm at the sampling rate r = 0.5.

For further comparison, two objective criteria, PSNR in dB and the run time in seconds, are used to measure the performance of the proposed algorithm.

The PSNR in dB of these methods to reconstruct Lena image at different sampling rates are listed in Table 2.

Table 2 gives the quantitative results of the FLBM, ALBM, FLBI, LBM, BP and OMP algorithms. It is clear that all of these methods provide very good performance. It is also obvious that, with increasing the sampling rate, the PSNR becomes higher for all the methods, that is, better quality reconstruction image can be obtained by taking more measurements.

The run time in seconds required by these methods to reconstruct Lena image at different sampling rates is listed in Table 3. In general, with increasing sampling rate, the run time increases for all the methods. However, the FLBM is significantly superior to the LBM, BP and OMP algorithm, and is slightly superior to the ALBM and FLBI algorithm, for the same sampling rate. For example, for the Lena image, at the sampling rate r = 0.5, the LBM, BP and OMP require, respectively, 17.385 seconds, 43.452 seconds and 21.986 seconds, the ALBM and FLBI require, respectively, 6.125 seconds, and 6.987 seconds, for the test, while our FLBM takes only about 5.672 seconds. Therefore, the convergence rate of the FLBM algorithm is the fastest among all the methods in comparison.

To confirm the universality of the proposed FLBM algorithm, we apply it now to reconstruct the three different groups of the test images. The PSNR in dB of the reconstructed images and the required run time in seconds at different sampling rates resulting from the FLBM and ALBM algorithms are listed in Table 4.

Clearly, our proposed method has the best performance and the fastest convergence rate among all these test images with different noise levels.

Since the PSNR performance and the convergence rate depend on the sampling rate, it is necessary to choose an appropriate sampling rate for image reconstruction, and the sampling rate in the following test is set to 0.5. To illustrate the FLBM robust to noise, a zero-mean

Gaussian noise with variance [[sigma].sup.2] is added to the three different groups of the test images. The proposed FLBM reconstruction algorithm is applied to these test images with Gaussian

noise of zero mean and variance [[sigma].sup.2] = 0.001. Experimental results on these noisy images, are shown in Fig. 5, 6 and 7, respectively.

Fig.5(a) is the noisy Lena image with Gaussian noise of zero mean and variance [[sigma].sup.2] = 0.001, Fig. 5 (b), (c), (d), (e), (f) and (g) are the reconstructed Lena images obtained by the FLBM, ALBM, FLBI, LBM, BP and OMP, respectively. The images in Figs. 6 and 7 have similar situations. For easy observation, we can magnify the face regions in Fig. 5 of the reconstruction results with different methods. The reconstruction results obtained by FLBM and BP have slightly better appearances than ALBM, FLBI and LBM, and have better appearances than OMP. It is clear from Figs. 5-7 that the proposed reconstruction algorithm performs slightly better in human perception of global information, which can not only prevent from the emergence of stripes and noises effectively, but also enhance the definition of the reconstructed images greatly.

To confirm the robustness of the proposed FLBM algorithm, the PSNR (dB) is used to measure the performance of the proposed algorithm for the noisy Lena image (256 x 256).

Table 5 gives the PSNR of the reconstructed Lena image at different noise levels resulting from the FLBM, ALBM, FLBI, LBM, BP and OMP algorithms. In general, these algorithms provide very good performance. It is obvious that, with increasing the variance, the PSNR becomes lower for all the methods. Moreover, our proposed FLBM algorithm outperforms BP and OMP algorithm and slightly outperforms ALBM, FLBI and LBM in terms of the PSNR at the same noise levels.

For further comparison, the PSNR in dB of the reconstructed different noisy images at different noise levels resulting from the FLBM and ALBM algorithms are listed in Table 6.

Clearly, our proposed method outperforms ALBM for all different noisy images with different noise levels.

4. Conclusion

In this paper, we have studied the CS-based signal reconstruction problem. An effective and fast algorithm, referred to as FLBM, has been proposed to reconstruct the sparse coefficients from the random measurement, thereby to reconstruct the signal. The LBM requires O (1/[epsilon]) iterations to obtain an [epsilon]-optimal solution while the FLBM reduces this iteration complexity to O (1/ [square root of [epsilon]) and requiring almost the same computational effort on each iteration. The experimental results have demonstrated that the novel FLBM gives a faster convergence rate than some other existing signal reconstruction methods do.

http://dx.doi.org/10.3837/tiis.2013.09.012

Received June 24, 2013; revised August 25, 2013; accepted September 21, 2013; published September 30, 2013

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Zhenzhen YANG received her B.Sc. from Linyi University in 2008 and M. Sc. from Nanjing University of Posts and Telecommunications in 2011. Now she is a Ph.D. student in Nanjing University of Posts and Telecommunications. Her research interests include signal processing and compressed sensing. (Email: 2011010101@njupt.edu.cn)

Zhen YANG received his B.Sc. and M.Sc. both from Nanjing University of Posts and Telecommunications in 1983 and 1988 respectively, and received his Ph.D. form Shanghai Jiaotong University in 1999. Now he is a professor in Nanjing University of Posts and Telecommunications. His research interests include speech processing, modern speech communication and network communication. (Email: yangz@njupt.edu.cn)

Zhenzhen Yang (1,2) and Zhen Yang (2)

(1) College of Communication & Information Engineering, Nanjing University of Posts and Telecommunications, Nanjing (210003), China

[e-mail: (2011010101) @njupt.edu.cn]

(2) Key Lab of "Broadband Wireless Communication and Sensor Network Technology" (Nanjing University of Posts and Telecommunications), Ministry of Education

[e-mail: yangz@ njupt.edu.cn]

Corresponding author: Zhenzhen Yang

Table 1. The MOS of different reconstruction algorithms
for different test images

Algorithms      Test Images

            Lena   Peppers   Man

FLBM        4.11   4.05      4.17
ALBM        3.99   3.91      4.05
FLBI        3.82   3.83      3.98
LBM         3.78   3.82      3.92
BP          4.16   4.09      4.21
OMP         3.45   3.58      3.56

Table 2. The PSNR (dB) for Lena image

                          sampling rate r

Algorithms    0.1      0.2      0.3      0.4      0.5

   FLBM      31.606   32.183   32.831   33.542   34.453
   ALBM      31.584   32.175   32.746   33.489   34.391
   FLBI      31.565   32.164   32.791   33.456   34.395
   LBM       31.563   32.168   32.789   33.452   34.397
    BP       31.174   32.156   32.896   33.610   34.839
   OMP       28.939   29.085   30.143   31.108   32.357

Table 3. The run time (sec) for Lena image

                     sampling rate r

Algorithms  0.1      0.2        0.3      0.4        0.5

  FLBM      0.514    1.247      2.405    3.547      5.672
  ALBM      0.723    1.415      2.736    4.059      6.125
  FLBI      0.815    1.574      2.945    4.872      6.987
  LBM       1.376    2.564      4.963    8.876      17.385
  BP        32.031   37.640     35.078   39.217     43.452
  OMP       4.187    4.991      7.954    13.502     21.986

Table 4. The PSNR (dB) and run time (sec) of FLBM and ALBM
for different test images

Test Images   Evaluation     Algorithms
              Measures

Lena          PSNR           FLBM
                             ALBM
              Run time       FLBM
                             ALBM

Peppers       PSNR           FLBM
                             ALBM
              Run time       FLBM
                             ALBM
Man           PSNR           FLBM
                             ALBM
              Run time       FLBM
                             ALBM

Test Images                 sampling rate r

              0.1       0.2       0.3       0.4       0.5

Lena          31.606    32.183    32.831    33.542    34.453
              31.584    32.175    32.746    33.489    34.391
              0.514     1.247     2.405     3.547     5.672
              0.723     1.415     2.736     4.059     6.125

Peppers       32.801    33.432    33.959    34.676    35.593
              32.752    33.336    33.878    34.625    35.511
              0.578     1.456     2.483     3.602     5.821
              0.842     1.923     2.952     4.293     7.844
Man           34.072    34.629    35.256    35.998    36.942
              34.055    34.596    35.224    35.975    36.849
              1.637     4.157     8.603     18.351    32.165
              2.571     5.236     9.975     20.693    38.645

Table 5. The PSNR (dB) for noisy Lena image

                     Variance [[sigma.sup.2]

Algorithms   0.001     0.005      0.01      0.05      0.1

   FLBM      32.043    28.037    25.962    19.837    17.706
   ALBM      32.032    28.016    25.693    19.715    17.655
   FLBI      32.028    27.914    25.537    19.096    17.169

   LBM       32.025    27.912    25.536    19.098    17.162
   BP        30.886    26.153    23.561    17.672    15.376
   OMP       28.025    23.692    20.642    14.876    12.489


Table 6. The PSNR (dB) of FLBM and ALBM for different noisy
test images

                          Variance [[sigma].sup.2]
Test
Images    Algorithms   0.001    0.005     0.01     0.05     0.1

Lena         FLBM      32.043   28.037   25.962   19.837   17.706
             ALBM      32.032   28.016   25.693   19.715   17.655
Peppers      FLBM      32.834   28.523   26.022   20.089   17.964
             ALBM      32.758   28.316   25.745   19.821   17.680
Man          FLBM      33.823   29.764   27.025   20.137   18.652
             ALBM      33.326   29.325   26.736   19.956   18.461
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