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A Deterministic Theory for Exact Non-Convex Phase Retrieval

  • Rensselaer Polytechnic Institute

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

Abstract

In this paper, we analyze the non-convex framework of Wirtinger Flow (WF) for phase retrieval and identify a novel sufficient condition for universal exact recovery through the lens of low rank matrix recovery theory. Via a perspective in the lifted domain, we show that the WF iterates converge to a true solution with fully deterministic arguments under a single condition on the lifted forward model. To this end, a geometric relationship between between the accuracy of spectral initialization and the validity of the regularity condition is derived. In particular, we determine that a certain concentration property on the spectral matrix must hold uniformly with a sufficiently tight constant. This culminates into a sufficient condition that is equivalent to a restricted isometry-type property over rank-1, positive semi-definite matrices, and amounts to a less stringent requirement on the lifted forward model than those of prominent low-rank-matrix-recovery methods in the literature. We characterize the performance limits of our framework in terms of the tightness of the concentration property via novel bounds on the convergence rate and on the signal-to-noise ratio such that the theoretical guarantees are valid using the spectral initialization at the proper sample complexity.

Original languageEnglish
Article number9136795
Pages (from-to)4612-4626
Number of pages15
JournalIEEE Transactions on Signal Processing
Volume68
DOIs
StatePublished - 2020

Keywords

  • Wirtinger Flow
  • exact recovery
  • lifting
  • low rank matrix recovery
  • non-convex optimization
  • phase retrieval

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