Grassmannian packings: Trust-region stochastic tuning for matrix incoherence

Abstract

We provide a new numerical procedure for constructing low coherence matrices, Trust-Region Stochastic Tuning for Matrix Incoherence (TRSTMI) and detail the results of experiments with a CPU/GPU parallelized implementation of this method. These trials suggest the superiority of this approach over other existing methods when the size of the matrix is large. We also present new conjectures on optimal complex matrices motivated and guided by the experimental results.