Generalized phase retrieval : measurement number, matrix recovery and beyond

Abstract: In this paper, we develop a framework of generalized phase retrieval in which one aims to reconstruct a vector ${\mathbf x}$ in ${\mathbb R}^d$ or ${\mathbb C}^d$ through quadratic samples ${\mathbf x}^*A_1{\mathbf x}, \dots, {\mathbf x}^*A_N{\mathbf x}$. The generalized phase retrieval includes as special cases the standard phase retrieval as well as the phase retrieval by orthogonal projections. We first explore the connections among generalized phase retrieval, low-rank matrix recovery and nonsingular bilinear form. Motivated by the connections, we present results on the minimal measurement number needed for recovering a matrix that lies in a set $W\in {\mathbb C}^{d\times d}$. Applying the results to phase retrieval, we show that generic $d \times d$ matrices $A_1,\ldots, A_N$ have the phase retrieval property if $N\geq 2d-1$ in the real case and $N \geq 4d-4$ in the complex case for very general classes of $A_1,\ldots,A_N$, e.g. matrices with prescribed ranks or orthogonal projections. Our method also leads to a novel proof for the classical Stiefel-Hopf condition on nonsingular bilinear form. We also give lower bounds on the minimal measurement number required for generalized phase retrieval. For several classes of dimensions $d$ we obtain the precise values of the minimal measurement number. Our work unifies and enhances results from the standard phase retrieval, phase retrieval by projections and low-rank matrix recovery.