In this paper, we focus on low-rank phase retrieval, which aims to reconstruct a matrix $\mathbf{X}_0\in \mathbb{R}^{n\times m}$ with ${\mathrm{ rank}}(\mathbf{X}_0)\le r$ from noise-corrupted amplitude measurements $\mathbf{y}=|\mathcal{A}(\mathbf{X}_0)|+\boldsymbol{\eta}$, where $\mathcal{A}:\mathbb{R}^{n\times m}\rightarrow \mathbb{R}^{p}$ is a linear map and $\boldsymbol{\eta}\in \mathbb{R}^p$ is the noise vector. We first examine the rank-constrained nonlinear least-squares model $\hat{\mathbf{X}}\in \mathop{\mathrm{argmin}}\limits_{\substack{\mathbf{X}\in \mathbb{R}^{n\times m},\mathrm{rank}(\mathbf{X})\le r}}\||\mathcal{A}(\mathbf{X})|-\mathbf{y}\|_2^2$ to estimate $\mathbf{X}_0$, and demonstrate that the reconstruction error satisfies $\min\{\|\hat{\mathbf{X}}-\mathbf{X}_0\|_F, \|\hat{\mathbf{X}}+\mathbf{X}_0\|_F\}\lesssim \frac{\|\boldsymbol{\eta}\|_2}{\sqrt{p}}$ with high probability, provided $\mathcal{A}$ is a Gaussian measurement ensemble and $p\gtrsim (m+n)r$. We also prove that the error bound $\frac{\|\boldsymbol{\eta}\|_2}{\sqrt{p}}$ is tight up to a constant. Furthermore, we relax the rank constraint to a nuclear-norm constraint. Hence, we propose the Lasso model for low-rank phase retrieval, i.e., the constrained nuclear-norm model and the unconstrained version. We also establish comparable theoretical guarantees for these models. To achieve this, we introduce a strong restricted isometry property (SRIP) for the linear map $\mathcal{A}$, analogous to the strong RIP in phase retrieval. This work provides a unified treatment that extends existing results in both phase retrieval and low-rank matrix recovery from rank-one measurements.
翻译:本文聚焦于低秩相位恢复问题,其目标是从含噪的幅度测量 $\mathbf{y}=|\mathcal{A}(\mathbf{X}_0)|+\boldsymbol{\eta}$ 中重构矩阵 $\mathbf{X}_0\in \mathbb{R}^{n\times m}$,其中 ${\mathrm{ rank}}(\mathbf{X}_0)\le r$,$\mathcal{A}:\mathbb{R}^{n\times m}\rightarrow \mathbb{R}^{p}$ 为线性映射,$\boldsymbol{\eta}\in \mathbb{R}^p$ 为噪声向量。我们首先考察用于估计 $\mathbf{X}_0$ 的秩约束非线性最小二乘模型 $\hat{\mathbf{X}}\in \mathop{\mathrm{argmin}}\limits_{\substack{\mathbf{X}\in \mathbb{R}^{n\times m},\mathrm{rank}(\mathbf{X})\le r}}\||\mathcal{A}(\mathbf{X})|-\mathbf{y}\|_2^2$,并证明在 $\mathcal{A}$ 为高斯测量集合且 $p\gtrsim (m+n)r$ 的条件下,重构误差以高概率满足 $\min\{\|\hat{\mathbf{X}}-\mathbf{X}_0\|_F, \|\hat{\mathbf{X}}+\mathbf{X}_0\|_F\}\lesssim \frac{\|\boldsymbol{\eta}\|_2}{\sqrt{p}}$。我们还证明了误差界 $\frac{\|\boldsymbol{\eta}\|_2}{\sqrt{p}}$ 在常数因子内是紧的。进一步,我们将秩约束松弛为核范数约束,从而提出了用于低秩相位恢复的Lasso模型,即约束核范数模型及其无约束版本,并为这些模型建立了可比的理论保证。为此,我们针对线性映射 $\mathcal{A}$ 引入了一种强限制等距性质,其类似于相位恢复中的强RIP。本工作提供了一个统一的分析框架,扩展了相位恢复与基于秩一测量的低秩矩阵恢复领域的现有结果。