Phaseless Rcovery using Gauss-Newton Method
Information Theory
2018-02-12 v3 math.IT
Numerical Analysis
Abstract
In this paper, we develop a concrete algorithm for phase retrieval, which we refer to as Gauss-Newton algorithm. In short, this algorithm starts with a good initial estimation, which is obtained by a modified spectral method, and then update the iteration point by a Gauss-Newton iteration step. We prove that a re-sampled version of this algorithm quadratically converges to the solution for the real case with the number of random measurements being nearly minimal. Numerical experiments also show that Gauss-Newton method has better performance over the other algorithms.
Cite
@article{arxiv.1606.08135,
title = {Phaseless Rcovery using Gauss-Newton Method},
author = {Bing Gao and Zhiqiang Xu},
journal= {arXiv preprint arXiv:1606.08135},
year = {2018}
}
Comments
16 pages