Fast Phase Retrieval from Local Correlation Measurements

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Publication:3179618

DOI10.1137/15M1053761zbMATH Open1352.49035arXiv1501.02377MaRDI QIDQ3179618FDOQ3179618

Aditya Viswanathan, M. A. Iwen, Yang Wang

Publication date: 19 December 2016

Published in: SIAM Journal on Imaging Sciences (Search for Journal in Brave)

Abstract: We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal (up to an unknown global phase) in near-linear mathcalOleft(dlog4dight)-time. Accompanying theoretical analysis proves that the proposed algorithm is guaranteed to deterministically recover all signals satisfying a natural flatness (i.e., non-sparsity) condition for a particular choice of deterministic correlation-based measurements. A randomized version of these same measurements is then shown to provide nonuniform probabilistic recovery guarantees for arbitrary signals . Numerical experiments demonstrate the method's speed, accuracy, and robustness in practice -- all code is made publicly available. Finally, we conclude by developing an extension of the proposed method to the sparse phase retrieval problem; specifically, we demonstrate a sublinear-time compressive phase retrieval algorithm which is guaranteed to recover a given s-sparse vector with high probability in just mathcalO(slog5scdotlogd)-time using only mathcalO(slog4scdotlogd) magnitude measurements. In doing so we demonstrate the existence of compressive phase retrieval algorithms with near-optimal linear-in-sparsity runtime complexities.


Full work available at URL: https://arxiv.org/abs/1501.02377




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