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 Geometry of the Phase Retrieval Problem

Recovering the phase of the Fourier transform is a ubiquitous problem in imaging

applications from astronomy to nanoscale X-ray diffraction imaging. Despite the
efforts of a multitude of scientists, from astronomers to mathematicians, there is as yet
no satisfactory theoretical or algorithmic solution to this class of problems. Written
for mathematicians, physicists, and engineers working in image analysis and
reconstruction, this book introduces a conceptual, geometric framework for the
analysis of these problems, leading to a deeper understanding of the essential,
algorithmically independent, difficulty of their solutions. Using this framework, the
book studies standard algorithms and a range of theoretical issues in phase retrieval
and provides several new algorithms and approaches to these problems with the
potential to improve the reconstructed images. The book is lavishly illustrated with the
results of numerous numerical experiments that motivate the theoretical development
and place it in the context of practical applications.

a l e x a n d e r h . b a r n e t t is Group Leader for Numerical Analysis at the

Center for Computational Mathematics in the Flatiron Institute. He has published
around 60 papers on partial differential equations, waves, fast algorithms, integral
equations, neuroscience, imaging, signal processing, inverse problems, and physics,
and received several research grants from the National Science Foundation.

c h a r l e s l . e p s t e i n is the Thomas A. Scott Professor Emeritus of

Mathematics at the University of Pennsylvania, where he founded the graduate group
in Applied Mathematics and Computational Science. He is currently a Senior
Research Scientist at the Centre for Computational Mathematics at the Flatiron
Institute. He has worked on a wide range of problems in pure and applied analysis and
is the author of a widely used textbook An Introduction to the Mathematics of Medical
Imaging (SIAM 2008). He shared the Bergman Prize in 2016 with Francois Treves and
is a fellow of the American Association for the Advancement of Science and the
American Mathematical Society.
l e s l i e g r e e n g a r d is Silver Professor of Mathematics and Computer Science
at the Courant Institute, New York University and Director of the Center for
Computational Mathematics at the Flatiron Institute. He is coinventor of several widely
used fast algorithms and a member of the American Academy of Arts and Sciences,
the National Academy of Sciences, and the National Academy of Engineering.

j e r e m y m a g l a n d is a Senior Data Scientist at the Flatiron Institute. He

received his PhD in Mathematics from the University of Pennsylvania. Prior to joining
the Flatiron Institute in 2015, he worked for about a decade as a research scientist in
the Radiology Department of the Hospital of the University of Pennsylvania, where he
developed software systems that dramatically streamlined experimental work on MRI
scanners.
The Cambridge Monographs on Applied and Computational Mathematics series
reflects the crucial role of mathematical and computational techniques in contemporary
science. The series publishes expositions on all aspects of applicable and numerical
mathematics, with an emphasis on new developments in this fast-moving area of
research.
State-of-the-art methods and algorithms as well as modern mathematical descriptions
of physical and mechanical ideas are presented in a manner suited to graduate research
students and professionals alike. Sound pedagogical presentation is a prerequisite. It is
intended that books in the series will serve to inform a new generation of researchers.

A complete list of books in the series can be found at

www.cambridge.org/mathematics.
Recent titles include the following:

21. Spectral methods for time-dependent problems, Jan Hesthaven, Sigal Gottlieb &
David Gottlieb
22. The mathematical foundations of mixing, Rob Sturman, Julio M. Ottino &
Stephen Wiggins
23. Curve and surface reconstruction, Tamal K. Dey
24. Learning theory, Felipe Cucker & Ding Xuan Zhou
25. Algebraic geometry and statistical learning theory, Sumio Watanabe
26. A practical guide to the invariant calculus, Elizabeth Louise Mansfield
27. Difference equations by differential equation methods, Peter E. Hydon
28. Multiscale methods for Fredholm integral equations, Zhongying Chen,
Charles A. Micchelli & Yuesheng Xu
29. Partial differential equation methods for image inpainting, Carola-Bibiane
Schönlieb
30. Volterra integral equations, Hermann Brunner
31. Symmetry, phase modulation and nonlinear waves, Thomas J. Bridges
32. Multivariate approximation, V. Temlyakov
33. Mathematical modelling of the human cardiovascular system, Alfio Quarteroni,
Luca Dede’, Andrea Manzoni & Christian Vergara
34. Numerical bifurcation analysis of maps, Yuri A. Kuznetsov & Hil G.E. Meijer
35. Operator-adapted wavelets, fast solvers, and numerical homogenization, Houman
Owhadi & Clint Scovel
36. Spaces of measures and their applications to structured population models,
Christian Düll, Piotr Gwiazda, Anna Marciniak-Czochra & Jakub Skrzeczkowski
37. Geometry of the Phase Retrieval Problem, Alexander H. Barnett, Charles L.
Epstein, Leslie Greengard & Jeremy Magland
Geometry of the Phase Retrieval Problem

A L E X A N D E R H . BA R N E T T
Flatiron Institute

CHARLES L. EPSTEIN
Flatiron Institute

LESLIE GREENGARD
Courant Institute

J E R E M Y M AG L A N D
Flatiron Institute
 University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
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Cambridge University Press is part of the University of Cambridge.

It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning, and research at the highest international levels of excellence.

www.cambridge.org
Information on this title: www.cambridge.org/9781316518878
DOI: 10.1017/9781009003919
© Alexander H. Barnett, Charles L. Epstein, Leslie Greengard, and Jeremy Magland 2022
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2022
A catalogue record for this publication is available from the British Library.
Library of Congress Cataloging-in-Publication Data
Names: Barnett, Alex, 1972 December 7- author. | Epstein, Charles L.,
author. | Greengard, Leslie, author. | Magland, Jeremy, author.
Title: Geometry of the phase retrieval problem : graveyard of algorithms /
Alexander H. Barnett, Flatiron Institute, Charles L. Epstein, Flatiron
Institute, Leslie Greengard, Courant Institute, and Jeremy Magland, Flatiron Institute.
Description: New York, NY : Cambridge University Press, 2022. |
Series: Cambridge monographs on applied and computational |
Includes bibliographical references and index.
Identifiers: LCCN 2021044734 (print) | LCCN 2021044735 (ebook) |
ISBN 9781316518878 (hardback) | ISBN 9781009003919 (epub)
Subjects: LCSH: Geometry. | Algorithms.
Classification: LCC QC20.7.G44 B36 2022 (print) | LCC QC20.7.G44 (ebook) |
DDC 530.15/6–dc23/eng/20211117
LC record available at https://lccn.loc.gov/2021044734
LC ebook record available at https://lccn.loc.gov/2021044735
ISBN 978-1-316-51887-8 Hardback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
 Contents

Preface page ix
Acknowledgments xii
1 Introduction 1
1.1 Discrete, Phase Retrieval Problems 8
1.2 Conditioning and Ill-Posedness of the Discrete, Classical, Phase
Retrieval Problem 13
1.3 Algorithms for Finding Intersections of Sets 16
1.4 Numerical Experiments 21
1.5 Comparison to the Continuum Phase Retrieval Problem 28
1.6 Outline of the Book 31
1.A Appendix: Factoring Polynomials in Several Variables 31
1.B Appendix: The Condition Number of a Problem 33

PART I THEORETICAL FOUNDATIONS 37

2 The Geometry Near an Intersection 39
2.1 The Tangent Space to the Magnitude Torus 42
2.2 The Intersection of the Tangent Bundle and the Support Constraint 48
2.3 Numerical Examples 54
2.A Appendix: The Tangent and Normal Bundles for Submanifolds
of RN 60
2.B Appendix: Fast Projections onto the Tangent and Normal Bundles 63
3 Well-Posedness 65
3.1 Conditioning and Transversality 68
3.2 Examples of Ill-Posedness 76

v
vi Contents

4 Uniqueness and the Nonnegativity Constraint 85

4.1 Support and the Autocorrelation Image 87
4.2 Uniqueness for Nonnegative Images 90
4.3 Nonnegative Images and the 1-Norm 93
4.4 The 1-Norm on the Tangent Space 94
4.5 Transversality of Aa ∩ ∂B+ and Aa ∩ ∂Br11 97
5 Some Preliminary Conclusions 103

PART II ANALYSIS OF ALGORITHMS FOR PHASE

RETRIEVAL 107
6 Introduction to Part II 109
7 Algorithms for Phase Retrieval 115
7.1 Classical Alternating Projection 116
7.2 Hybrid Iterative Maps 118
7.3 Nonlinear Submanifolds 129
7.4 A Noniterative Approach to Phase Retrieval 134
7.A Appendix: Alternating Projection and Gradient Flows 140
8 The Discrete, Classical, Phase Retrieval Problem 147
8.1 Hybrid Iterative Maps in Model Problems 149
8.2 Linearization of Hybrid Iterative Maps Along the Center Manifold 165
8.3 Further Numerical Examples 170
9 Phase Retrieval with the Nonnegativity Constraint 191
9.1 Hybrid Iterative Maps Using Nonnegativity 192
9.2 Numerical Examples 194
9.3 Algorithms Based on Minimization in the 1-Norm 199
9.A Appendix: An Efficient Method for Projection onto a Ball in
the 1-Norm 203
10 Asymptotics of Hybrid Iterative Maps 205
10.1 Stagnation 206
10.2 Numerical Examples 211

PART III FURTHER PROPERTIES OF HYBRID ITERATIVE

ALGORITHMS AND SUGGESTIONS FOR IMPROVEMENT 221
11 Introduction to Part III 223
12 Statistics of Algorithms 226
12.1 Statistics of Phases 228
 Contents vii

12.2 Statistics of Ensembles 230

12.3 Averaging to Improve Reconstructions 239
12.4 Some Conclusions 247
13 Suggestions for Improvements 249
13.1 Use of a Sharp Cutoffs 250
13.2 External Holography 255
13.3 A Geometric Newton’s Method for Phase Retrieval 264
13.4 Implementation of the Holographic Hilbert Transform Method 269
13.A Appendix: Proof of Theorem 13.6 289
14 Concluding Remarks 292
15 Notational Conventions 297

References 300
Index 305
 Preface

Coherent diffraction imaging (CDI) is an experimental technique for determin-

ing the detailed structure of an object at the nanometer length scale. Coherent
X-ray sources are used to illuminate the sample, and the scattered photons
are captured in the far field on a detector array. In this regime, classical
electromagnetic theory, in the Born approximation, shows that the measured
intensity at each pixel in the detector is well approximated as the square of
the modulus of the 3D Fourier transform, | ρ (k)|2, of the X-ray scattering
density, ρ(x). Throughout this book we use the “mathematician’s” convention
for the k vector, in which exponentials take the form e2π ix,k , rather than the
“physicist’s” convention, in which they are eix,k . With this convention the
forward Fourier transform is defined by

ρ(x)e−2π ix,k dx,
d
ρ̂(k) = F(ρ)(k) = (1)
Rd
with inverse

ρ(x) = F −1 (ρ̂)(x) =
d
ρ̂(k)e2π ix,k dk. (2)
Rd

We assume that the illuminating light is a plane wave, Ae2π ix,p0 , with
wave vector p0 = (0,0,p) in the above convention. If the detector array is
oriented orthogonal to the illuminating light at a distance D downstream from
the source, then the measured spatial frequency, k, is related to the location of
the measurement point y = (y1,y2,D) by the Ewald Sphere construction:
 
y
k=p − (0,0,1) . (3)
y
Here we assume that the experimental parameters are in the so-called Fraun-
hofer regime: D is much larger than R, the diameter of the support of ρ,
and furthermore λD  R 2 , where λ = 1/p is the wavelength. The maximum

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