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Solving systems of phaseless equations via Kaczmarz methods: A proof of concept study
We study the Kaczmarz methods for solving systems of quadratic equations,
i.e., the generalized phase retrieval problem. The methods extend the Kaczmarz
methods for solving systems of linear equations by integrating a phase
selection heuristic in each iteration and overall have the same per iteration
computational complexity. Extensive empirical performance comparisons establish
the computational advantages of the Kaczmarz methods over other
state-of-the-art phase retrieval algorithms both in terms of the number of
measurements needed for successful recovery and in terms of computation time.
Preliminary convergence analysis is presented for the randomized Kaczmarz
methods
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