PhaseCode: Fast and Efficient Compressive Phase Retrieval Based on Sparse-Graph CodesDownload PDFOpen Website

2017 (modified: 06 Nov 2022)IEEE Trans. Inf. Theory 2017Readers: Everyone
Abstract: We consider the problem of recovering a complex signal x ∈ ℂ <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n</sup> from m intensity measurements of the form |a <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sup> x|, 1 ≤ i ≤ m, where a <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sup> is the ith row of measurement matrix A ∈ ℂ <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m×n</sup> . Our main focus is on the case where the measurement vectors are unconstrained, and where x is exactly K-sparse, or the so-called general compressive phase retrieval problem. We introduce PhaseCode, a novel family of fast and efficient algorithms that are based on a sparsegraph coding framework. We show that in the noiseless case, the PhaseCode algorithm can recover an arbitrarily-close-toone fraction of the K nonzero signal components using only slightly more than 4K measurements when the support of the signal is uniformly random, with the order-optimal time and memory complexity of Θ(K). <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sup> It is known that the fundamental limit for the number of measurements in compressive phase retrieval problem is 4K - o(K) for the more difficult problem of recovering the signal exactly and with no assumptions on its support distribution. This shows that under mild relaxation of the conditions, our algorithm is the first constructive capacity-approaching compressive phase retrieval algorithm: in fact, our algorithm is also order-optimal in complexity and memory. Furthermore, we show that for any signal x, PhaseCode can recover a random (1 - p)-fraction of the nonzero components of x with high probability, where p can be made arbitrarily close to zero, with sample complexity m = c(p)K, where c(p) is a small constant depending on p that can be precisely calculated, with optimal time and memory complexity. As a result, assuming that the nonzero components of x are lower bounded by Θ(1) and upper bounded by Θ(K <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">γ</sup> ) for some positive constant γ <; 1, we are able to provide a strong ℓ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sub> guarantee for the estimated signal x̂ as follows: ||x̂ - x|| <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sub> ≤ p||x|| <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sub> (1+o(1)), where p can be made arbitrarily close to zero. As one instance, the PhaseCode algorithm can provably recover, with high probability, a random 1 - 10 <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">-7</sup> fraction of the significant signal components, using at most m = 14K measurements. Next, motivated by some important practical classes of optical systems, we consider a“Fourier-friendly” constrained measurement setting, and show that its performance matches that of the unconstrained setting, when the signal is sparse in the Fourier domain with uniform support. In the Fourier-friendly setting that we consider, the measurement matrix is constrained to be a cascade of Fourier matrices (corresponding to optical lenses) and diagonal matrices (corresponding to diffraction mask patterns). Finally, we tackle the compressive phase retrieval problem in the presence of noise, where measurements are in the form of y <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> = |a <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</sup> x| <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> + w <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> , and wi is the additive noise to the w <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">i</sub> measurement. We assume that the signal is quantized, and each nonzero component can take L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</sub> possible magnitudes and L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> possible phases. We consider the regime, where K = βn <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">δ</sup> , δ ∈ (0, 1). We use the same architecture of PhaseCode for the noiseless case, and robustify it using two schemes: the almost-linear scheme and the sublinear scheme. We prove that with high probability, the almost-linear scheme recovers x with sample complexity O(K log(n)) and computational complexity Θ(L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</sub> L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> n log(n)), and the sublinear scheme recovers x with sample complexity Θ(K log <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">3</sup> (n)) and computational complexity Θ(L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</sub> L p K log <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">3</sup> (n)). Throughout, we provide extensive simulation results that validate the practical power of our proposed algorithms for the sparse unconstrained and Fourier-friendly measurement settings, for noiseless and noisy scenarios.
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