Heavy-Ball-Based Hard Thresholding Pursuit for Sparse Phase Retrieval Problems

Abstract

We introduce a novel iterative algorithm, termed the Heavy-Ball-Based Hard Thresholding Pursuit for sparse phase retrieval problem (SPR-HBHTP), to reconstruct a sparse signal from a small number of magnitude-only measurements. Our algorithm is obtained via a natural combination of the Hard Thresholding Pursuit for sparse phase retrieval (SPR-HTP) and the classical Heavy-Ball (HB) acceleration method. The robustness and convergence for the proposed algorithm were established with the help of the restricted isometry property. Furthermore, we prove that our algorithm can exactly recover a sparse signal with overwhelming probability in finite steps whenever the initialization is in the neighborhood of the underlying sparse signal, provided that the measurement is accurate. Extensive numerical tests show that SPR-HBHTP has a markedly improved recovery performance and runtime compared to existing alternatives, such as the Hard Thresholding Pursuit for sparse phase retrieval problem (SPR-HTP), the SPARse Truncated Amplitude Flow (SPARTA), and Compressive Phase Retrieval with Alternating Minimization (CoPRAM).

Keywords

• sparse phase retrieval
• Heavy-Ball method
• Hard Thresholding Pursuit
• restricted isometry property