The phase retrieval problem : theory, algorithms, and applications

The phase retrieval problem is an inverse problem which consists of recovering a signal from a set of squared magnitude measurements. One version of this problem, often known as Fourier phase retrieval, arises ubiquitously in scientific imaging fields (such as diffraction imaging, crystallography, and optics, etc.) where one seeks to recover an image or signal from squared magnitude measurements of its Fourier transform. Another version, known as Gaussian phase retrieval, is manifested as the study of solving random systems of quadratic equations, and constitutes an important problem in the field of nonconvex optimization. The first part of this thesis introduces a general mathematical framework for the holographic phase retrieval problem. In this problem, which arises in holographic coherent diffraction imaging, a "reference" portion of the signal to be recovered via (Fourier) phase retrieval is a priori known from experimental design. A general formula is also derived for the expected recovery error when the measurement data is corrupted by Poisson shot noise. This facilitates an optimization perspective towards reference design and analysis, which is then employed towards quantifying the performance of various known reference choices. Based on insights gained from these results, a new "dual-reference" design is proposed which consists of two reference portions - being "block" and "pinhole" shaped regions - adjacent to the imaging specimen. Expected error analysis on data following a Poisson shot noise model shows that the dual-reference scheme produces uniformly superior performance over the leading single-reference schemes. Numerical experiments on simulated data corroborate these theoretical results, and demonstrate the advantage of the dual-reference design. Based on this work, a prototype experiment for holographic coherent diffraction imaging using a dual-reference has been designed at the SLAC National Accelerator Laboratory. The second part studies the one-dimensional Fourier phase retrieval problem, as well as the closely related spectral factorization problem. In its first chapter, a comprehensive exposition of the problem theory is provided. This includes a full characterization of its general nonuniqueness, as well as the special cases for which unique solutions exists. In the second chapter, a semidefinite programming formulation is derived for the Fourier phase retrieval problem. It is shown that this approach provides guaranteed recovery whenever there exists a unique phase retrieval solution. A correspondence is also established between solutions of the phase retrieval SDP, and sum-of-squares decompositions of Laurent and trigonometric polynomials. In the third chapter, a least-squares formulation is presented for the one-dimensional Fourier phase retrieval and spectral factorization problems. This formulation allows for the successful implementation of numerous first- and second-order optimization methods. In the third part, a biconvex formulation of the Gaussian phase retrieval problem is introduced. This allows for alternating-projection algorithms, such as ADMM and block coordinate descent, to be successfully applied to Gaussian phase retrieval. Both theoretical guarantees and numerical simulations demonstrate the success of these methods.

Advisor: Candès Emmanuel J. (Emmanuel Jean) 
Murray Walter 
Wetzstein Gordon