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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 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 2018-06-22 Ali Ahmed , Alireza Aghasi , Paul Hand

We consider the problem of recovering a complex vector $\mathbf{x}\in \mathbb{C}^n$ from $m$ quadratic measurements $\{\langle A_i\mathbf{x}, \mathbf{x}\rangle\}_{i=1}^m$. This problem, known as quadratic feasibility, encompasses the well…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Parth Thaker , Gautam Dasarathy , Angelia Nedić

Fraunhofer diffraction is a well-known phenomenon achieved with most wavelength even without lens. A single-shot intensity measurement of diffraction is generally considered inadequate to reconstruct the original light field, because the…

Image and Video Processing · Electrical Eng. & Systems 2019-12-04 An-Dong Xiong , Xiao-Peng Jin , Wen-Kai Yu , Qing Zhao

The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can…

Information Theory · Computer Science 2020-06-05 Eitan Levin , Tamir Bendory

We present the convergence analysis of convex combination of the alternating projection and Douglas-Rachford operators for solving the phase retrieval problem. New convergence criteria for iterations generated by the algorithm are…

Numerical Analysis · Mathematics 2020-02-06 Nguyen Hieu Thao , Oleg Soloviev , Michel Verhaegen

The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…

Numerical Analysis · Computer Science 2013-09-30 Noreen Jamil , Deanna Needell , Johannes Muller , Christof Lutteroth , Gerald Weber

In the phase retrieval problem one seeks to recover an unknown $n$ dimensional signal vector $\mathbf{x}$ from $m$ measurements of the form $y_i = |(\mathbf{A} \mathbf{x})_i|$, where $\mathbf{A}$ denotes the sensing matrix. Many algorithms…

Statistics Theory · Mathematics 2022-06-10 Rishabh Dudeja , Milad Bakhshizadeh

The determination of solutions of many inverse problems usually requires a set of measurements which leads to solving systems of ill-posed equations. In this paper we propose the Landweber iteration of Kaczmarz type with general uniformly…

Numerical Analysis · Mathematics 2013-07-17 Qinian Jin , Wei Wang

A complex frame is a collection of vectors that span $\mathbb{C}^M$ and define measurements, called intensity measurements, on vectors in $\mathbb{C}^M$. In purely mathematical terms, the problem of phase retrieval is to recover a complex…

Functional Analysis · Mathematics 2015-02-17 Aldo Conca , Dan Edidin , Milena Hering , Cynthia Vinzant

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…

Information Theory · Computer Science 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

The Bregman-Kaczmarz method is an iterative method which can solve strongly convex problems with linear constraints and uses only one or a selected number of rows of the system matrix in each iteration, thereby making it amenable for…

Optimization and Control · Mathematics 2023-07-31 Dirk A. Lorenz , Maximilian Winkler

The method of alternation projections (MAP) is an iterative procedure for finding the projection of a point on the intersection of closed subspaces of an Hilbert space. The convergence of this method is usually slow, and several methods for…

Numerical Analysis · Mathematics 2013-02-04 Claude Brezinski , Michela Redivo-Zaglia

In recent literature, a general two step procedure has been formulated for solving the problem of phase retrieval. First, a spectral technique is used to obtain a constant-error initial estimate, following which, the estimate is refined to…

Machine Learning · Statistics 2023-07-10 Yan Shuo Tan , Roman Vershynin

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop…

Machine Learning · Computer Science 2018-10-03 Subhadip Mukherjee , Chandra Sekhar Seelamantula

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

Phase retrieval refers to the problem of reconstructing an unknown vector $x_0 \in \mathbb{C}^n$ or $x_0 \in \mathbb{R}^n $ from $m$ measurements of the form $y_i = \big\vert \langle \xi^{\left(i\right)}, x_0 \rangle \big\vert^2 $, where $…

Information Theory · Computer Science 2020-07-21 Felix Krahmer , Dominik Stöger

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

Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…

Optimization and Control · Mathematics 2022-05-03 Jianwei Niu , Hok Shing Wong , Tieyong Zeng

Among recent developments centered around Randomized Kaczmarz (RK), a row-sampling iterative projection method for large-scale linear systems, several adaptions to the method have inspired faster convergence. Focusing solely on…

Numerical Analysis · Mathematics 2026-03-03 James Nguyen , Oleg Presnyakov , Adityakrishnan Radhakhrishnan