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This paper shows how data-driven deep generative models can be utilized to solve challenging phase retrieval problems, in which one wants to reconstruct a signal from only few intensity measurements. Classical iterative algorithms are known…

Image and Video Processing · Electrical Eng. & Systems 2020-07-17 Martin Reiche , Peter Jung

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

The Kaczmarz method (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…

Machine Learning · Statistics 2023-04-21 Halyun Jeong , Deanna Needell

The randomzied Kaczmarz method, along with its recently developed variants, has become a popular tool for dealing with large-scale linear systems. However, these methods usually fail to converge when the linear systems are affected by heavy…

Optimization and Control · Mathematics 2023-10-09 Lu Zhang , Hongxia Wang , Hui Zhang

Kaczmarz algorithm is an efficient iterative algorithm to solve overdetermined consistent system of linear equations. During each updating step, Kaczmarz chooses a hyperplane based on an individual equation and projects the current estimate…

Numerical Analysis · Computer Science 2015-11-20 Yujun Li , Kaichun Mo , Haishan Ye

The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It…

Numerical Analysis · Mathematics 2010-04-01 Deanna Needell

The Kaczmarz method is an iterative projection scheme for solving con-sistent system $Ax = b$. It is later extended to the inconsistent and ill-posed linear problems. But the classical Kaczmarz method is sensitive to the correlation of the…

Numerical Analysis · Mathematics 2022-10-04 Chuan-gang Kang , Heng Zhou

Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this…

Information Theory · Computer Science 2018-01-23 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

The Kaczmarz algorithm is an iterative technique designed to solve consistent linear systems of equations. It falls within the category of row-action methods, focusing on handling one equation per iteration. This characteristic makes it…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-01 Inês Ferreira , Juan A. Acebrón , José Monteiro

In this paper, we propose a federated algorithm for solving large linear systems that is inspired by the classic randomized Kaczmarz algorithm. We provide convergence guarantees of the proposed method, and as a corollary of our analysis, we…

Numerical Analysis · Mathematics 2025-05-15 Halyun Jeong , Deanna Needell , Chi-Hao Wu

Phase retrieval consists in the recovery of a complex-valued signal from intensity-only measurements. As it pervades a broad variety of applications, many researchers have striven to develop phase-retrieval algorithms. Classical approaches…

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In this paper, we provide a…

Information Theory · Computer Science 2013-09-13 Boris Alexeev , Afonso S. Bandeira , Matthew Fickus , Dustin G. Mixon

The Kaczmarz method is successfully used for solving discretizations of linear inverse problems, especially in computed tomography where it is known as ART. Practitioners often observe and appreciate its fast convergence in the first few…

Numerical Analysis · Mathematics 2026-01-13 Per Christian Hansen , Michiel E. Hochstenbach

In the phase retrieval problem, an unknown vector is to be recovered given quadratic measurements. This problem has received considerable attention in recent times. In this paper, we present an algorithm to solve a nonconvex formulation of…

Information Theory · Computer Science 2016-06-13 Ritesh Kolte , Ayfer Özgür

The randomized Kaczmarz method is an iterative algorithm that solves overdetermined systems of linear equations. Recently, the method was extended to systems of equalities and inequalities by Leventhal and Lewis. Even more recently, Needell…

Numerical Analysis · Mathematics 2014-09-04 Jonathan Briskman , Deanna Needell

In the last five decades, iterative phase retrieval methods draw large amount of interest across the research community as a non-interferometric approach to recover quantitative phase distributions from one (or more) intensity measurement.…

Optics · Physics 2020-07-21 Nathaniel Hai , Joseph Rosen

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is…

Numerical Analysis · Mathematics 2020-06-24 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

Computation · Statistics 2025-01-09 Jocelyn T. Chi , Deanna Needell

The Kaczmarz algorithm is a well known iterative method for solving overdetermined linear systems. Its randomized version yields provably exponential convergence in expectation. In this paper, we propose two new methods to speed up the…

Numerical Analysis · Computer Science 2016-08-02 Tengfei Ma

We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…

Numerical Analysis · Mathematics 2016-12-07 Mark A. Iwen , Brian Preskitt , Rayan Saab , Aditya Viswanathan