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International Journal of Information and Management Sciences
21 (2010), 1-11

Invited Paper
An Information-Theoretic Approach to Phase Retrieval
Hiroyuki Shioya
Division of Information and Electronic Engineering
Muroran Institute of Technology
Japan

Yosuke Maehara
Division of Applied Physics
Hokkaido University
Japan

Shinya Watanabe
Division of Information and Electronic Engineering
Muroran Institute of Technology
Japan

Kazutoshi Gohara
Division of Applied Physics
Hokkaido University
Japan

Abstract
Phase problems arise from the lost Fourier phase in measuring the diffraction waves. Reconstructing the phase information using the diffraction pattern of a target object yields thetarget image, and it is called phase retrieval. This paper introduces an information-theoretic
approach to phase retrieval based on information measures, and a refined derivation of thegeneralized phase retrieval algorithm based on the density power divergence is presented
with a simple numerical example using the Poisson-noise-contaminated Fourier intensity.

Keywords: Phase Retrieval, Information Divergence, Iterative Algorithm.
1. Introduction
Losing the Fourier phase in measuring the diffraction waves is called “phase problems” in a diverse field of physics; x-ray crystallography, x-ray and electron microscopies,
astronomy, and general optics. The recent related topics are in the reference [16]. As amathematical representation of the problems, let ρ be the target object, and the intensity
measurement of the Fourier transformed ρ is given. The objective is to reconstruct theFourier phase.
The phase retrieval is to reconstruct the missing phase in the Fourier domain while
the intensity measurements are observed. The possibility to retrieve the lost phase
Received March 2010; Accepted March 2010.
This research was funded in part by a Grant-in-Aid for JSPS fellows (Scientific Research (C) (General), No. 21500155, Representative: Hiroyuki Shioya).

2International Journal of Information and Management Sciences, Vol. 21, No. 1, March, 2010

was first pointed out by Sayer [15] in terms of Shannon’s sampling theorem. A cyclic
diagram using the Fourier transforms for phase retrieval was presented by Gerchberg
and Saxton [5]. And then, Fienup presented an error reduction (ER) algorithm basedon the steepest-descent method and the hybrid input-output (HIO) algorithm [4]. Thesealgorithms have been used in the fields of astronomy, general optics, x-ray crystallography
and electron microscopy. Experimental results of imaging from the diffraction pattern
without an objective lens using various light sources have been presented; imaging using
x-ray diffraction pattern [9, 10, 11, 13, 3], electron microscope [23, 6, 12], and tabletop
light sources of lasers [14]. Imaging without lens has been represented as diffractive
imaging [21].
Concerning the theoretical research for phase retrieval, a generalized phase retrieval
algorithm based on information measures was presented by Shioya and Gohara [17]. Theirresult reveals that the ER algorithm is a kind of generalized phase retrieval algorithm
based on the density power divergence [1, 22]. And also, a new iterative phase retrieval
based on the maximum entropy method for the diffractive imaging was introduced [18].
In this paper, we introduce an information-theoretic approach to phase retrieval with arefined derivation of the generalized phase retrieval algorithm, and a simple numericalexample of phase retrieval is presented using the Poisson-noise-contaminated Fourier
intensity.
2. Phase Retrieval
Measuring the diffraction wave from a target object, the diffraction patten consistedby the intensity are measured, but the Fourier phase is lost. Losing the Fourier phasein the measurement is called phase problem. The reconstruction of the phase is calledphase retrieval. In crystallography, the x-ray diffraction patterns of crystallines give thestructures of periodic materials, however, it is difficult to reconstruct the lost Fourierphase in the case of non-periodic materials.

Figure 1: The relationship between the objects and diffraction patterns.

Figure 1 presents the relationship between an object and its diffraction pattern.
Based on the figure, let ρ be the object as the target material, and let S be the domain

An Information-Theoretic Approach to Phase Retrieval

3

defining the object function ρ. Let the domain S be a discrete square array, N × N(N ∈ N). The diffraction waves form ρ at the detector are presented by the following
discrete Fourier transform of ρ.
XFρ (k) =ρ(r) exp{−i2πk · r/N }.
(1)r∈S

where k is an index of the Fourier domain K (= N × N ). The observed data at thedetector is the intensity data, and the phase is lost. If we have an estimation of thelost phase, ψ̂(k), we have F̂ (k) = |Fobs (k)| exp(iψ̂(k)) and the following inverse Fouriertransform gives an estimation, ρ̂(r).
ρ̂(r) =1 X
F̂ (k) exp{i2πk · r/N }.
N2

(2)

k∈K

As a practical method for phase retrieval, the algorithm consisted by the iterative
Fourier transforms was presented by Gerchberg and Saxton [5]. Their cyclic diagram ispresented in Fig. 2. The procedure of their algorithm is described as follows. The priorobject ρ is transformed into F by the Fourier transform FT; F is replaced by F ′ (theamplitude is given by the experiment in the Fourier domain, and the phase of F ′ is thesame as that of F , while the replaced amplitude is the constraint in the Fourier domain);ρ′ is obtained by the inverse Fourier transform of F ′ ; and ρ′ is replaced by the updated
object as the next ρ using some constraints in the object domain. And, Fienup presented

Figure 2: Gerchberg-Saxton diagram for phase retrieval.

the error reduction (ER) algorithm and the hybrid input output (HIO) algorithm withcomputer simulations [4]. The ER is described as ′ρn (r) r 6∈ S̄ρn+1 (r) =,(3)0
r ∈ S̄
where S̄ is the set of points at which ρ′n violates the object-domain constraints. The
following is the HIO, which is an improved version of the updating method with respect
to the region breaking the object-domain constraints: ′ρn (r)
r 6∈ S̄ρn+1 (r) =,(4)
ρn (r) − βρ′n (r) r ∈ S̄

4International Journal of Information and Management Sciences, Vol. 21, No. 1, March, 2010

where β is a positive constant. Although the Fourier phase was lost, the goodness ofthe estimated phase can not be evaluated. Then, using the Fourier transform of theestimated object ρ̂ obtained by the phase, the following R-factor is well-used.
P||F̂ (k)| − |Fobs (k)||R(F̂ , Fobs ) = k∈KP.
(5)
k∈K |Fobs (k)|The ER and HIO are regarded as identical with respect to the updating at points
satisfying the object-domain constraints. These algorithms have been effectively used
for the non-periodic case. However, the analysis of retrieving the lost phase for the caseare not still sufficient to reveal the pure theoretical aspect of phase retrieval. Then, an
advance analysis of phase retrieval based on an information-theoretic approach is needed.
3. Information-Based Analysis for Phase Retrieval

In this section, we describe the problem for phase retrieval in terms of information
divergences. Based on the iterative algorithms for phase retrieval using a generalized
information divergence [17], we present a refined derivation of the algorithms.
The problem is to estimate unknown object using the object and Fourier domain
constraints. Let ρtarget be the target function on the domain S, where ρ(x) ∈ C, x ∈S. Two constraints are given in this problem. One is the Fourier intensity of ρtarget ,|FT(ρtarget )|, as the Fourier-domain constraint. Another is the prior information of thetarget as the object-domain constraint. The problem is to reconstruct the reconstructionof the phase of FT(ρtarget ).
We then define the following finite-norm function sets, S and K.
X|ρ(r)| < ∞},(6)
S = {ρ |r∈S

K = {F |X|F (k)| < ∞}.

(7)

k∈K

More over, using L1 -norm, the function spaces, Fobj = (S, L1 ) and FFourier = (K, L1 ),are introduced. Using the two function spaces, we have a new representation of the
GS-diagram shown in Fig 3. As the Fourier-domain constraint, |Fobs |2 is given, and theobject-domain constraint is given as prior information of the target object on the object
domain. Then, let Sobj be a subset of S satisfying the object-domain constraints, and Sobs
is a subset of S satisfying the Fourier-domain constraint given by |Fobs |2 . Let us define
the following pair given by the minimization of the L1 -distance between an element of
Sobj and that of Sobs . This gives a plausible object, ρobj , regarded as a phase-retrieved
object.
(ρobs , ρobj ) = arg minρ1 ∈Sobs ,ρ2 ∈Sobj L(ρ1 , ρ2 ),(8)
where ρobs ∈ Sobs , ρobj ∈ Sobj , and L(ρ1 , ρ2 ) = kρ1 − ρ2 k.
If Sobj ∩ Sobs 6= φ, there exists ρobj satisfying ρobj = ρobs . If the cardinality of
Sobj ∩ Sobs is greater than 1, the solution of this problem is not unique. If Sobj ∩ Sobs is

An Information-Theoretic Approach to Phase Retrieval

5

Figure 3: Coming and going between two function spaces Fobs and FFourier by the Fourier transformation.

empty, these is no object perfectly satisfying both constraints. Therefore, ρobj is a least
favorable estimation not satisfying the Fourier-domain constraint given as the observed|Fobj |. The pair (ρobs , ρobj ) is related to the pair (ρ′ , ρ) obtained by sufficiently-iterated
original GS-diagram (Fig. 2) with the ER algorithm, and the object support as the objectdomain constraints. Then, we present the relationship between an information-theoretic
method and phase retrieval in the next.
We suppose that ρ and ρ′ are real and non-negative functions, and define the information discriminant measures as follows.
X
D2 (ρ, ρ′ ) ={ρ(r) − ρ′ (r)}2 .
(9)
r∈S

′

D2 (F, F ) =X|F (k) − F ′ (k)|2 .

(10)

k∈K

The phase of F ′ is same as that of F because of the Fourier domain constraint. Then wehave
D2 (F, F ′ ) = D2 (|F |, |F ′ |).

(11)Here, in order to introduce the update rule of the object functions for phase retrieval, let
us define ρ and τ as the prior and posterior objects, respectively. Figure 4 presents two
information measures, D2 (ρ, τ ) and D2 (F, F ′ ), which are the discriminant measures on

6International Journal of Information and Management Sciences, Vol. 21, No. 1, March, 2010

object and Fourier function spaces. Using the two information discriminant measures,
we introduce the following.
L2 = D2 (ρ, τ ) + λD2 (F, F ′ ),(12)

where F = |Fρ | exp(iψρ ) and F ′ = |Fobs | exp(iψρ ). Using ∂L2 /∂ρ = 0, we have

Figure 4: D2 (ρ, τ ) and D2 (F, F ′ ) on two connective function spaces, Fobs and FFourier .

ρ(r) − τ (r) + λ(ρ(r) − ρ′ (r)) = 0.

(13)

However, this does not give an update rule of the ER. In the reference [17], the assumption, that kρ − τ k is sufficient small, is analytically used. In this paper, we present
a refined derivation of the update rules for making the information-theoretic approachclear.
Let us consider the problem minimizing the first term of L2 and maximizing thesecond term of L. For the purpose of this change, the following L̄2 is easily given as
L̄2 = D2 (ρ, τ ) − λD2 (F, F ′ ).

(14)Then, using ∂ L̄2 /∂ρ = 0, we haveρ(r) − τ (r) − λ(ρ(r) − ρ′ (r)) = 0.

(15)

An Information-Theoretic Approach to Phase Retrieval

7This means that D2 (ρ, τ ) is small and the R-factor is large. The inverse update ofEq. (15) yields the minimization of L2 . Then we have the following update rule fromnth object to (n + 1)th object byρn+1 (r) = ρn (r) − λ(ρn (r) − ρ′n (r)).

(16)

In the case of λ = 1, we have the ER algorithm. Above result gives the relationshipbetween the information discriminant measure D2 and the ER algorithm. And theassumption, that kρn − ρn+1 k is sufficient small, is not needed to derivate Eq. (16).
From the view of generalizing information divergence measures, Shioya and Goharapresented the generalized phase retrieval algorithms [17]. Concretely, they use the following γ-divergence [1, 22] as the first term of L2 .

X 1

1
Dγ (ρ, τ ) =ρ(r)(ρ(r)γ − τ (r)γ ) −ρ(r)1+γ − τ (r)1+γ ,
(17)
γ
1+γ
r∈S

where γ ∈ [0, 1]. Some advanced mathematical properties of γ-divergence are in thereference [2]. The Lagrange formula using γ-divergence is given by
Lγ = Dγ (ρ, τ ) + λD2 (F, F ′ ).

(18)

Minimizing this Lagrange formula yields the following.
1

ρ(r) = {τ (r)γ + λ γ(ρ′ (r) − ρ(r))} γ .

(19)However, this does not presented the update rule for ρ only using τ . Then, we change
the problem for minimizing the first term of Lγ and for maximizing the second term ofLγ . The Lagrange formula of this changed problem is given byL̄γ = Dγ (ρ, τ ) − λD2 (F, F ′ ).

(20)

The minimization of this gives the following.
1

ρ(r) = {τ (r)γ − λ γ(ρ′ (r) − ρ(r))} γ ,(21)where 0 ≤ γ ≤ 1 This gives ρ, which is near by τ in the meaning of γ-divergence and theR-factor is large. The inverse update of Eq. (21) gives the minimization of Lγ as same asin the case of L2 . Then we have the following update rule from nth object to (n + 1)th
object by1
ρn+1 (r) = {ρn (r)γ + λ γ(ρ′n (r) − ρn (r))} γ ,(22)where 0 ≤ γ ≤ 1 The case of γ = 0 gives a typical iterative phase retrieval algorithm
based on the maximum entropy method, which is essentially different from usual MEM
algorithm for crystallography [18]. Therefore, an information-theoretic approach to phaseretrieval gives a new view to phase problem from the field of information theory.

8International Journal of Information and Management Sciences, Vol. 21, No. 1, March, 2010

4. Numerical Example
We performed the algorithms (0 ≤ γ ≤ 1) in the case using the true Fourier intensity,|Ftarget |2 , of the target object ρtarget , and a feasible object is obtained for each case.
Therefore, we introduce a numerical example to present the effectiveness of the proposed
generalized algorithms for phase-retrieving from the Fourier intensity contaminated by
Poisson noise. At the detector in measuring the diffraction waves, the Poisson noise can
not be removed from the observed intensity measurement, fundamentally. The Fourier
intensity contaminated by Poisson noise is given by|Ftarget (k)|2poisson2|Fobs(k)| ∼ c Poisson.
(23)cwhere c is the coefficient depending on the total count. The Fourier intensity of thetarget object, |Ftarget |2 , is used as the expectation of the Poisson distribution.
We use the case γ = 0 of the generalized phase retrieval algorithms, which is givenbyρn+1 (r) = ρn (r) exp{λ(ρn (r)′ − ρn (r))},(24)
because Dγ with γ = 0 is equal to the Kullback-Leiber divergence and its minimization
corresponds to the maximum entropy method. As the parameter in Eq. (24), λ needs
to be sufficiently small, because ρ(r) diverges to infinity in the process of computer
simulation. However, many iterations are required to obtain a plausible object using asufficient small λ. Then, we use the scheduled parameter depending on the number ofniterations n, λ(n) = ǫ(1 − 1+M), where ǫ is a positive constant and M is the maximum
number of iterations.
The target object ρtarget , which is shown in Fig. 5 (a), is a two-pillars object on the
one-dimensional discrete object domain (the size is 256). The random objects are usedas the initial start for the algorithms, In the first process, 500 iterated HIO is used andthe weakly estimated object is obtained. And then, in the second process, γ = 1 (1500
iterations) and γ = 0 (1500 iterations) are compared using the estimated object as theinitial start. The case of γ = 1 (λ = 1) is related to the ER algorithm. The case of γ = 0
is related to an iterative MEM phase retrieval algorithm. The Fourier-domain constraint
is given by the Fourier intensity of Fig. 5 (a) with the contamination of the Poisson noise
given by Eq. (23). The object support is used as the object-domain constraint. That is,the value of the target object is zero on the object domain expect for the the support.
Figures 5 (b) and (c) are the obtained objects by using γ = 1 and γ = 0, respectively.
Figure 5 (d) shows the obtained objects by the two methods for comparing them. Three
typical differences between them are presented in the right side of the figure. In eachcase, a coarse image of the target object is reconstructed. However, great influence ofthe noise is found in the case of γ = 1, and such the influence in the case of γ = 0 issmaller than that of γ = 1. As a result, the algorithm of γ = 0 has an efficiency in thecase of the Fourier intensity contaminated by Poisson noise.

An Information-Theoretic Approach to Phase Retrieval

9

Figure 5: (a) The target object, (b) the object obtained by ER (γ = 1), (c) the object obtainedby the iterative MEM algorithm (γ = 0), (d) The obtained objects by the two methods arepresented. The typical differences between them are presented in the right side of the figure.

5. Conclusion
The phase retrieval has been widely treated in measuring the diffraction waves.
In the progress of the diffractive imaging for non-periodic objects, various advanced
experimental results have been presented. In this paper, based on the generalized phaseretrieval algorithms presented in [17], we introduce an information-theoretic approach tophase retrieval. And also, we newly show a refined derivation of the algorithms with an
example of the algorithms using the Poisson-noise-contaminated Fourier intensity.
The analysis for phase retrieval is important for obtaining the certain results from theexperimental diffraction patterns. Recently, some experimental results using an advanced
electron microscope was presented by our research group [6, 7, 8], and we presented
the advanced theoretical and computational results [19, 20]. Hereafter, an informationtheoretic analysis of phase retrieval using various kinds of incomplete Fourier intensities
are one of our future works.

10International Journal of Information and Management Sciences, Vol. 21, No. 1, March, 2010

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An Information-Theoretic Approach to Phase Retrieval

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Authors’ Information
Hiroyuki Shioya is a professor in the Division of Information and Electronic Engineering at MuroranInstitute of Technology in Japan. He received in his Ph.D. in Information Engineering from Hokkaido
university in Japan. His current research interests focus on statistical measure analysis, machine learningand image processing for general optics.
Division of Information and Electronic Engineering, Muroran Institute of Technology, 27-1 Mizumoto,
Muroran, Hokkaido, 050-8585, Japan.
E-mail: shioya@csse.muroran-it.ac.jp

TEL: +81-143-5436

FAX: +81-143-5499

Yosuke Maehara is a research staff in Division of Applied Physics at Graduate School of Engineering of
Hokkaido University. He received in his Ph.D. in Production and Information Systems Engineering from
Muroran Institute of Technology in Japan. His current research interests focus on diffractive imaging
and machine learning.
Division of Applied Physics, Graduate School of Engineering of Hokkaido University, N13, W8, Kita-ku,
Sapporo, Hokkaido, 060-8628, Japan.
E-mail: maegara@eng.hokudai.ac.jp
Shinya Watanabe is a lecturer in the Division of Information and Electronic Engineering at MuroranInstitute of Technology in Japan. He received the Ph.D. degree in Engineering from Doshisha University
in Japan. His current research interests focus on the evolutionary multi-objective optimization, machinelearning and data-mining.
Division of Information and Electronic Engineering, Muroran Institute of Technology, 27-1 Mizumoto,
Muroran, Hokkaido, 050-8585, Japan.
E-mail: sin@csse.muroran-it.ac.jp

TEL: +81-143-5432

FAX: +81-143-5499

Kazutoshi Gohara is a professor in Division of Applied Physics at Graduate School of Engineering of
Hokkaido University. He received in his Ph.D. in Applied Physics from Nagoya University in Japan. His
current research interest lies in diffractive imaging.
Division of Applied Physics, Graduate School of Engineering of Hokkaido University, N13, W8, Kita-ku,
Sapporo, Hokkaido, 060-8628, Japan.
E-mail: gohara@eng.hokudai.ac.jp

TEL: +81-11-706-6636