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This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…

Information Theory · Computer Science 2020-10-14 Teng Zhang , Feng Yu

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

We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…

Optimization and Control · Mathematics 2018-01-09 Damek Davis , Dmitriy Drusvyatskiy , Courtney Paquette

In this paper we tackle the problem of recovering the phase of complex linear measurements when only magnitude information is available and we control the input. We are motivated by the recent development of dedicated optics-based hardware…

Machine Learning · Computer Science 2020-02-17 Sidharth Gupta , Rémi Gribonval , Laurent Daudet , Ivan Dokmanić

The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…

Information Theory · Computer Science 2021-01-12 Jianfeng Cai , Meng Huang , Dong Li , Yang Wang

We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n)…

Numerical Analysis · Mathematics 2013-10-08 Laurent Demanet , Paul Hand

The null vector method, based on a simple linear algebraic concept, is proposed as a solution to the phase retrieval problem. In the case with complex Gaussian random measurement matrices, a non-asymptotic error bound is derived, yielding…

Information Theory · Computer Science 2016-07-27 P. Chen , A. Fannjiang , G. Liu

Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

We report on progress in algorithms for iterative phase retrieval. The theory of convex optimization is used to develop and to gain insight into counterparts for the nonconvex problem of phase retrieval. We propose a relaxation of averaged…

Optimization and Control · Mathematics 2009-11-10 D. Russell Luke

A randomized Kaczmarz method was recently proposed for phase retrieval, which has been shown numerically to exhibit empirical performance over other state-of-the-art phase retrieval algorithms both in terms of the sampling complexity and in…

Numerical Analysis · Mathematics 2021-09-27 Meng Huang , Yang Wang

The paper considers the phase retrieval problem in N-dimensional complex vector spaces. It provides two sets of deterministic measurement vectors which guarantee signal recovery for all signals, excluding only a specific subspace and a…

Information Theory · Computer Science 2014-07-21 Volker Pohl , Fanny Yang , Holger Boche

We consider the problem of phase retrieval, i.e. that of solving systems of quadratic equations. A simple variant of the randomized Kaczmarz method was recently proposed for phase retrieval, and it was shown numerically to have a…

Numerical Analysis · Mathematics 2018-01-16 Yan Shuo Tan , Roman Vershynin

Solving quadratic systems of equations in n variables and m measurements of the form $y_i = |a^T_i x|^2$ , $i = 1, ..., m$ and $x \in R^n$ , which is also known as phase retrieval, is a hard nonconvex problem. In the case of standard…

Optimization and Control · Mathematics 2019-05-24 Zhenwei Luo , Ye Zhang

In this paper, we aim to reconstruct an n-dimensional real vector from m phaseless measurements corrupted by an additive noise. We extend the noiseless framework developed in [15], based on mirror descent (or Bregman gradient descent), to…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Claude Amra , Myriam Zerrad

Phase retrieval is a nonlinear inverse problem that arises in a wide range of imaging modalities, from electron microscopy to Fourier ptychography. In particular, the reconstruction is facilitated when the sensing matrix is i.i.d. random,…

This paper investigates phase retrieval using the Reshaped Wirtinger Flow (RWF) algorithm, focusing on recovering target vector $\vx \in \R^n$ from magnitude measurements \(y_i = \left| \langle \va_i, \vx \rangle \right|, \; i = 1, \ldots,…

Optimization and Control · Mathematics 2025-07-22 Linbin Li , Haiyang Peng , Yong Xia , Meng Huang

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

We develop for the first time a mathematical framework in which the class of projection algorithms can be applied to high numerical aperture (NA) phase retrieval. Within this framework, we first analyze the basic steps of solving the…

Optimization and Control · Mathematics 2021-12-08 Nguyen Hieu Thao , Oleg Soloviev , Russell Luke , Michel Verhaegen

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…

Information Theory · Computer Science 2019-05-14 Ali Ahmed , Alireza Aghasi , Paul Hand