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Sparse signal recovery from phaseless measurements via hard thresholding pursuit
Applied and Computational Harmonic Analysis  (IF3.055),  Pub Date : 2021-10-12, DOI: 10.1016/j.acha.2021.10.002
Jian-Feng Cai, Jingzhi Li, Xiliang Lu, Juntao You

In this paper, we consider the sparse phase retrieval problem, recovering an s-sparse signal xRn from m phaseless samples yi=|x,ai| for i=1,,m. Existing sparse phase retrieval algorithms are usually first-order and hence converge at most linearly. Inspired by the hard thresholding pursuit (HTP) algorithm in compressed sensing, we propose an efficient second-order algorithm for sparse phase retrieval. Our proposed algorithm is theoretically guaranteed to give an exact sparse signal recovery in finite (in particular, at most O(logm+log(x2/|xmin|)) steps, when {ai}i=1m are i.i.d. standard Gaussian random vector with mO(slog(n/s)) and the initialization is in a neighborhood of the underlying sparse signal. Together with a spectral initialization, our algorithm is guaranteed to have an exact recovery from O(s2logn) samples. Since the computational cost per iteration of our proposed algorithm is the same order as popular first-order algorithms, our algorithm is extremely efficient. Experimental results show that our algorithm can be several times faster than existing sparse phase retrieval algorithms.