Phase Retrieval via Wirtinger Flow: Theory and Algorithms

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal $ \boldsymbol {x}\in \mathbb {C}^{n}$ about which we have phaseless samples of the form $y_{r} = \left |{\langle \boldsymbol {a}_{r}, \boldsymbol {x} \rangle }\right |^{2}$ , $r = 1,\ldots , m$ (knowledge of the phase of these samples would yield a linear system). This paper develops a nonconvex formulation of the phase retrieval problem as well as a concrete solution algorithm. In a nutshell, this algorithm starts with a careful initialization obtained by means of a spectral method, and then refines this initial estimate by iteratively applying novel update rules, which…