Solving Complex Quadratic Equations with Full-rank Random Gaussian Matrices

Shuai Huang, Sidharth Gupta, Ivan Dokmanić

Abstract: We tackle the problem of recovering a complex signal x ∈ ℂ n from quadratic measurements of the form y = x*A i x, where {A i } i = 1 m is a set of complex iid standard Gaussian matrices. This non-convex problem is related to the well understood phase retrieval problem where A i is a rank-1 positive semidefinite matrix. Here we study a general full-rank case which models a number of key applications such as molecular geometry recovery from distance distributions and compound measurements in phaseless diffractive imaging. Most prior work either addresses the rank-1 case or focuses on real measurements. The several papers that address the full-rank complex case adopt the semidefinite relaxation approach and are thus computationally demanding. In this paper we propose a method based on the standard framework comprising a spectral initialization followed by iterative gradient descent updates. We prove that when the number of measurements exceeds the signal's length by some constant factor, a globally optimal solution can be recovered from complex quadratic measurements with high probability. Numerical experiments on simulated data corroborate our theoretical analysis.