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Phase retrieval has become a very active area of research. We will classify when phase retrieval by Parseval frames passes to the Naimark complement and when phase retrieval by projections passes to the orthogonal complements. We introduce…

Functional Analysis · Mathematics 2014-09-30 Saeid Bahmanpour , Jameson Cahill , Peter G. Casazza , John Jasper , Lindsey M. Woodland

While characterization of coherent wavefields is essential to laser, x-ray and electron imaging, sensors measure the squared magnitude of the field, rather than the field itself. Holography or phase retrieval must be used to characterize…

Image and Video Processing · Electrical Eng. & Systems 2020-12-10 David J. Brady , Timothy J. Schulz , Chengyu Wang

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova

In recent years, spectral clustering has become a standard method for data analysis used in a broad range of applications. In this paper we propose a new class of algorithms for multiway spectral clustering based on optimization of a…

Machine Learning · Computer Science 2016-05-05 James Voss , Mikhail Belkin , Luis Rademacher

This paper is about randomized iterative algorithms for solving a linear system of equations $X \beta = y$ in different settings. Recent interest in the topic was reignited when Strohmer and Vershynin (2009) proved the linear convergence…

Optimization and Control · Mathematics 2014-06-23 Aaditya Ramdas

We propose a new iteration scheme, the Cauchy-Simplex, to optimize convex problems over the probability simplex $\{w\in\mathbb{R}^n\ |\ \sum_i w_i=1\ \textrm{and}\ w_i\geq0\}$. Specifically, we map the simplex to the positive quadrant of a…

Optimization and Control · Mathematics 2025-05-22 James Chok , Geoffrey M. Vasil

We consider the phase retrieval problem for signals that belong to a union of subspaces. We assume that amplitude measurements of the signal of length $n$ are observed after passing it through a random $m \times n$ measurement matrix. We…

Information Theory · Computer Science 2018-07-18 M. Salman Asif , Chinmay Hegde

We study a phase retrieval problem in the Poisson noise model. Motivated by the PhaseLift approach, we approximate the maximum-likelihood estimator by solving a convex program with a nuclear norm constraint. While the Frank-Wolfe algorithm,…

Optimization and Control · Mathematics 2016-02-03 Gergely Odor , Yen-Huan Li , Alp Yurtsever , Ya-Ping Hsieh , Quoc Tran-Dinh , Marwa El Halabi , Volkan Cevher

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,…

We present a Projection onto Convex Sets (POCS) type algorithm for solving systems of linear equations. POCS methods have found many applications ranging from computer tomography to digital signal and image processing. The Kaczmarz method…

Numerical Analysis · Mathematics 2012-10-10 Deanna Needell , Rachel Ward

In this paper, we study the phase retrieval problem in the situation where the vector to be recovered has an a priori structure that can encoded into a regularization term. This regularizer is intended to promote solutions conforming to…

Optimization and Control · Mathematics 2024-07-24 Jean-Jacques Godeme , Jalal Fadili

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

We show that an idea, originating initially with a fundamental recursive iteration scheme (usually referred as "the" Kaczmarz algorithm), admits important applications in such infinite-dimensional, and non-commutative, settings as are…

Functional Analysis · Mathematics 2019-04-10 Palle Jorgensen , Myung-Sin Song , Feng Tian

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

In this paper, an extension of Kaczmarz method, the Kaczmarz method with oblique projection (KO), is introduced and analyzed. Using this method, a number of iteration steps to solve the over-determined systems of linear equations are…

Numerical Analysis · Mathematics 2021-06-28 Weiguo Li , Qifeng Wang , Wendi Bao , Li Liu

We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods…

Information Theory · Computer Science 2018-01-31 Tom Goldstein , Christoph Studer

The randomized sparse Kaczmarz method, designed for seeking the sparse solutions of the linear systems $Ax=b$, selects the $i$-th projection hyperplane with likelihood proportional to $\|a_{i}\|_2^2$, where $a_{i}^T$ is $i$-th row of $A$.…

Numerical Analysis · Mathematics 2023-06-13 Lu Zhang , Ziyang Yuan , Hongxia Wang , Hui Zhang

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

In this article we propose a dynamic approach to complex vector reconstruction in the context of quantum tomography. There are two underlying assumptions behind our reasoning. The first one claims that the evolution of a d-level pure…

Quantum Physics · Physics 2020-07-03 Artur Czerwiński

We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…

Statistics Theory · Mathematics 2021-02-18 Antoine Maillard , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová