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Real-valued Phase retrieval is a non-convex continuous inference problem, where a high-dimensional signal is to be reconstructed from a dataset of signless linear measurements. Focusing on the noiseless case, we aim to disentangle the two…

Disordered Systems and Neural Networks · Physics 2025-02-07 Davide Straziota , Luca Saglietti

We provide a complete characterization of the randomized Kaczmarz algorithm (RKA) for inconsistent linear systems. The Kaczmarz algorithm, known in some fields as the algebraic reconstruction technique, is a classical method for solving…

Numerical Analysis · Mathematics 2015-02-05 Chuang Wang , Ameya Agaskar , Yue M. Lu

The problem of phase retrieval is a classic one in optics and arises when one is interested in recovering an unknown signal from the magnitude (intensity) of its Fourier transform. While there have existed quite a few approaches to phase…

Information Theory · Computer Science 2015-10-28 Kishore Jaganathan , Yonina C. Eldar , Babak Hassibi

Iterative projection algorithms are successfully being used as a substitute of lenses to recombine, numerically rather than optically, light scattered by illuminated objects. Images obtained computationally allow aberration-free…

Optics · Physics 2007-05-23 S. Marchesini

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,…

It was recently shown that the phase retrieval imaging of a sample can be modeled as a simple convolution process. Sometimes, such a convolution depends on physical parameters of the sample which are difficult to estimate a priori. In this…

Numerical Analysis · Mathematics 2017-02-20 Eduardo X. Miqueles , Nathaly L. Archilha , Marcelo R. Dos Anjos , Harry Westfahl , Elias S. Helou

This chapter develops a theoretical analysis of the convex programming method for recovering a structured signal from independent random linear measurements. This technique delivers bounds for the sampling complexity that are similar with…

Information Theory · Computer Science 2014-12-05 Joel A. Tropp

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

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

In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…

Numerical Analysis · Mathematics 2021-07-01 Jürgen Groß

We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that…

Functional Analysis · Mathematics 2014-02-18 Franz J Király , Martin Ehler

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

Optimization and Control · Mathematics 2024-02-12 Zhong Zheng , Shiqian Ma , Lingzhou Xue

Randomized iterative algorithms for solving a factorized linear system, $\mathbf A\mathbf B\mathbf x=\mathbf b$ with $\mathbf A\in{\mathbb{R}}^{m\times \ell}$, $\mathbf B\in{\mathbb{R}}^{\ell\times n}$, and $\mathbf b\in{\mathbb{R}}^m$,…

Numerical Analysis · Mathematics 2023-07-25 Kui Du

A class of averaging block nonlinear Kaczmarz methods is developed for the solution of the nonlinear system of equations. The convergence theory of the proposed method is established under suitable assumptions and the upper bounds of the…

Numerical Analysis · Mathematics 2023-07-31 Aqin Xiao , Junfeng Yin

In this paper we make a theoretical analysis of the convergence rates of Kaczmarz and Extended Kaczmarz projection algorithms for some of the most practically used control sequences. We first prove an at least linear convergence rate for…

Numerical Analysis · Mathematics 2017-01-30 Constantin Popa

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear…

Statistics Theory · Mathematics 2016-11-15 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

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

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

The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…

Numerical Analysis · Mathematics 2022-04-13 Ziyang Yuan , Hui Zhang , Hongxia Wang

A greedy randomized augmented Kaczmarz (GRAK) method was proposed in [Z.-Z. Bai and W.-T. WU, SIAM J. Sci. Comput., 43 (2021), pp. A3892-A3911] for large and sparse inconsistent linear systems. However, one has to construct two new index…

Numerical Analysis · Mathematics 2023-10-24 Shunchang Li , Gang Wu
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