ITNAITNAFeb 9, 2018

Phaseless Rcovery using Gauss-Newton Method

arXiv:1606.0813567 citationsh-index: 19
AI Analysis

It provides a provably fast and sample-efficient algorithm for the phase retrieval problem, which is important in imaging and optics.

The paper develops a Gauss-Newton algorithm for phase retrieval that achieves quadratic convergence with nearly minimal random measurements, outperforming existing methods in numerical experiments.

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 update the iteration point by a Gauss-Newton iteration step. We prove that a re-sampled version of this algorithm quadratically converges to the solution for the real case with the number of random measurements being nearly minimal. Numerical experiments also show that Gauss-Newton method has better performance over the other algorithms.

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