Provable Low Rank Phase Retrieval

DOI10.1109/TIT.2020.2984478MaRDI QIDQ5124546zbMATH OpenOpenAlexFDO

Authors Seyedehsara Nayer, Praneeth Narayanamurthy, Namrata Vaswani

Publication date 29 September 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.04972

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We study the Low Rank Phase Retrieval (LRPR) problem defined as follows: recover an $nimesq$ matrix $X^{\ast }$ of rank $r$ from a different and independent set of $m$ phaseless (magnitude-only) linear projections of each of its columns. To be precise, we need to recover $X^{\ast }$ from $y_k:=|A_k{}^{\prime }{x}_k^{\ast }|,k=1,2,dots,q$ when the measurement matrices $A_k$ are mutually independent. Here $y_k$ is an $m$ length vector, $A_k$ is an $nimesm$ matrix, and ${{\displaystyle }}^{\prime }$ denotes matrix transpose. The question is when can we solve LRPR with $mlln$? A reliable solution can enable fast and low-cost phaseless dynamic imaging, e.g., Fourier ptychographic imaging of live biological specimens. In this work, we develop the first provably correct approach for solving this LRPR problem. Our proposed algorithm, Alternating Minimization for Low-Rank Phase Retrieval (AltMinLowRaP), is an AltMin based solution and hence is also provably fast (converges geometrically). Our guarantee shows that AltMinLowRaP solves LRPR to $epsilon$ accuracy, with high probability, as long as $mqgeCn{r}^{4}log(1/epsilon)$, the matrices $A_k$ contain i.i.d. standard Gaussian entries, and the right singular vectors of $X^{\ast }$ satisfy the incoherence assumption from matrix completion literature. Here $C$ is a numerical constant that only depends on the condition number of $X^{\ast }$ and on its incoherence parameter. Its time complexity is only $Cmqnrlo{g}^2(1/epsilon)$. Since even the linear (with phase) version of the above problem is not fully solved, the above result is also the first complete solution and guarantee for the linear case. Finally, we also develop a simple extension of our results for the dynamic LRPR setting.

Cited in

(3)

• Low-rank signal subspace: parameterization, projection and signal estimation
• Fundamental limits of weak recovery with applications to phase retrieval
• Fundamental results on weak phase retrieval

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