PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming

Abstract Suppose we wish to recover a signal \input amssym $\font\abc=cmmib10\def\bi#1{\hbox{\abc#1}} {\bi x} \in {\Bbb C}^n$ from m intensity measurements of the form $\font\abc=cmmib10\def\bi#1{\hbox{\abc#1}} |\langle \bi x,\bi z_i \rangle|^2$ , $i = 1, 2, \ldots, m$ ; that is, from data in which phase information is missing. We prove that if the vectors $\font\abc=cmmib10\def\bi#1{\hbox{\abc#1}}{\bi z}_i$ are sampled independently and uniformly at random on the unit sphere, then the signal x can be recovered exactly (up to a global phase factor) by solving a convenient semidefinite program–‐a trace‐norm minimization problem; this holds with large probability provided that m is on the order of $n {\log n}$ ,…