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GAUSS-NEWTON METHOD FOR PHASE RETRIEVAL

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时间:2016-12-01  来源:数学机械化重点实验室

题目:            GAUSS-NEWTON METHOD FOR PHASE RETRIEVAL 

报告人:       Zhiqiang XuInstitute of Computational Mathematics

时间地点:    2016.12.06  10:45am  N420

摘要:            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.

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