Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Prof. Zhiqiang Xu, Institute of Computational Mathematics
Inviter:
支丽红
Title:
Gauss-Newton method for phase retrieval
Time & Venue:
2016.12.6 10:45-11:45 N420
Abstract:
In this talk, we introduce a concrete algorithm for phase retrieval, which we refer to as GaussNewton algorithm. In short, this algorithm starts with a good initial estimation, which is obtained by a modified spectral method, and then update the iteration point by a Gauss-Newton iteration step. We prove that a re-sampled version of this algorithm quadratically converges to the solution for the real case with the number of random measurements being nearly minimal. Numerical experiments also show that Gauss-Newton method has better performance over the other algorithms.