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Iterative phase retrieval algorithms are widely used in digital optics for their efficiency and simplicity. Conventionally, these algorithms do not consider aberrations as they assume an ideal, aberration-free optical system. Here, we…

Optics · Physics 2025-02-10 Dylan Brault , Corinne Fournier , Tatiana Latychevskaia

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

Phase retrieval deals with the estimation of complex-valued signals solely from the magnitudes of linear measurements. While there has been a recent explosion in the development of phase retrieval algorithms, the lack of a common interface…

Optimization and Control · Mathematics 2017-12-01 Rohan Chandra , Ziyuan Zhong , Justin Hontz , Val McCulloch , Christoph Studer , Tom Goldstein

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

Structured distributions, i.e. distributions over combinatorial spaces, are commonly used to learn latent probabilistic representations from observed data. However, scaling these models is bottlenecked by the high computational and memory…

Computation and Language · Computer Science 2022-01-11 Justin T. Chiu , Yuntian Deng , Alexander M. Rush

A standardized phase retrieval algorithm is presented and applied to an industry-grade high-energy ultrashort pulsed laser to uncover its spatial phase distribution. We describe in detail how to modify the well-known algorithm in order to…

A new method for phase recovery from a single two-beam interferogram is presented. Conventional approaches, relying on trigonometric inversion followed by phase unfolding and unwrapping, are hindered by discontinuities typically addressed…

Optics · Physics 2025-09-24 V. Berejnov , B. Y. Rubinstein

The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…

Optimization and Control · Mathematics 2017-08-30 Jian-Feng Cai , Haixia Liu , Yang Wang

Phase retrieval (PR) concerns the recovery of complex phases from complex magnitudes. We identify the connection between the difficulty level and the number and variety of symmetries in PR problems. We focus on the most difficult far-field…

Computer Vision and Pattern Recognition · Computer Science 2022-11-03 Zhong Zhuang , David Yang , Felix Hofmann , David Barmherzig , Ju Sun

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

Rank-1 lattice rules are a class of equally weighted quasi-Monte Carlo methods that achieve essentially linear convergence rates for functions in a reproducing kernel Hilbert space (RKHS) characterized by square-integrable first-order mixed…

Numerical Analysis · Mathematics 2025-06-06 Vesa Kaarnioja , Ilja Klebanov , Claudia Schillings , Yuya Suzuki

A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…

Numerical Analysis · Computer Science 2015-10-28 Yiguang Liu

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan

In this paper, we will introduce the notion of {\it conjugate phase retrieval}, which is a relaxed definition of phase retrieval allowing recovery of signals up to conjugacy as well as a global phase factor. It is known that frames of real…

Functional Analysis · Mathematics 2019-05-21 Luke Evans , Chun-Kit Lai

The problem of phase retrieval, i.e., the problem of recovering a function from the magnitudes of its Fourier transform, naturally arises in various fields of physics, such as astronomy, radar, speech recognition, quantum mechanics and,…

Functional Analysis · Mathematics 2020-02-17 Philipp Grohs , Sarah Koppensteiner , Martin Rathmair

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…

Optimization and Control · Mathematics 2026-05-22 Ryan Cory-Wright , Jean Pauphilet

We consider a phase retrieval problem, where we want to reconstruct a $n$-dimensional vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that, with a suitable…

Statistics Theory · Mathematics 2019-04-17 Irène Waldspurger
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