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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

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…

Numerical Analysis · Mathematics 2013-05-20 Yuan Sun

Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of (Gerchberg and Saxton…

Machine Learning · Statistics 2015-06-15 Praneeth Netrapalli , Prateek Jain , Sujay Sanghavi

Various applications in signal processing and machine learning give rise to highly structured spectral optimization problems characterized by low-rank solutions. Two important examples that motivate this work are optimization problems from…

Optimization and Control · Mathematics 2018-08-23 Michael P. Friedlander , Ives Macedo

Generally, phase retrieval problem can be viewed as the reconstruction of a function/signal from only the magnitude of the linear measurements. These measurements can be, for example, the Fourier transform of the density function.…

Optimization and Control · Mathematics 2019-11-21 Bing Gao , Haixia Liu , Yang Wang

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

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

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

Phase retrieval aims to recover a signal from magnitude or power spectra measurements. It is often addressed by considering a minimization problem involving a quadratic cost function. We propose a different formulation based on Bregman…

Sound · Computer Science 2020-12-01 Pierre-Hugo Vial , Paul Magron , Thomas Oberlin , Cédric Févotte

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

In this paper, we develop a concrete algorithm for phase retrieval, which we refer to as Gauss-Newton algorithm. In short, this algorithm starts with a good initial estimation, which is obtained by a modified spectral method, and then…

Information Theory · Computer Science 2018-02-12 Bing Gao , Zhiqiang Xu

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…

Information Theory · Computer Science 2011-09-21 Emmanuel J. Candes , Yonina Eldar , Thomas Strohmer , Vlad Voroninski

A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is computationally efficient compared to standard convex relaxation…

Information Theory · Computer Science 2017-10-17 Oussama Dhifallah , Christos Thrampoulidis , Yue M. Lu

As a generalization of the standard phase retrieval problem, we seek to reconstruct symmetric rank-1 matrices from inner products with subclasses of positive semidefinite matrices. For such subclasses, we introduce random cubatures for…

Numerical Analysis · Mathematics 2017-09-04 Martin Ehler , Manuel Graef , Franz J. Kiraly

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

Optimization and Control · Mathematics 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…

Numerical Analysis · Mathematics 2018-09-11 Jian-Feng Cai , Ke Wei
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