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arXiv · 2006.01014

Approximate methods for phase retrieval via gauge duality

Ron Estrin·Yifan Sun·Halyun Jeong·Michael Friedlander
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Abstract

We consider the problem of finding a low rank symmetric matrix satisfying a system of linear equations, as appears in phase retrieval. In particular, we solve the gauge dual formulation, but use a fast approximation of the spectral computations to achieve a noisy solution estimate. This estimate is then used as the initialization of an alternating gradient descent scheme over a nonconvex rank-1 matrix factorization formulation. Numerical results on small problems show consistent recovery, with very low computational cost.

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Ron Estrin, Yifan Sun, Halyun Jeong, Michael Friedlander. 2020-06-01. Approximate methods for phase retrieval via gauge duality. https://arxiv.org/abs/2006.01014

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