Approximate methods for phase retrieval via gauge duality
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Publication:6341832
arXiv2006.01014MaRDI QIDQ6341832FDOQ6341832
Authors: Ron Estrin, Yi-Fan Sun, Halyun Jeong, Michael P. Friedlander 
Publication date: 1 June 2020
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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