Abstract-We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix X from magnitude-only (phaseless) measurements of random linear projections of its columns. Both methods consist of a spectral initialization step followed by an iterative algorithm to maximize the observed data likelihood. We obtain sample complexity bounds for our proposed initialization approach to provide a good approximation of the true X. When the rank is low enough, these bounds are significantly lower than what existing single vector phase retrieval algorithms need. Via extensive experiments, we show that the same is also true for the proposed complete algorithms.

We study the "Low Rank Phase Retrieval (LRPR)" problem defined as follows: recover an n × q matrix X * of rank r from a different and independent set of m phaseless (magnitude-only) linear projections of each of its columns. To be precise, we need to recover X * from y k := |A k x * k |, k = 1, 2, . . . , q when the measurement matrices A k are mutually independent. Here y k is an m length vector and denotes transpose. The question is when can we solve LRPR with m n? Our work introduces the first provably correct solution, Alternating Minimization for Low-Rank Phase Retrieval (AltMinLowRaP), for solving LRPR. We demonstrate its advantage over existing work via extensive simulation, and some partly real data, experiments. Our guarantee for AltMinLowRaP shows that it can solve LRPR to accuracy if mq ≥ Cnr 4 log(1/ ), the matrices A k contain i.i.d. standard Gaussian entries, the condition number of X * is bounded by a numerical constant, and its right singular vectors satisfy the incoherence (denseness) assumption from matrix completion literature. Its time complexity is only Cmqnr log 2 (1/ ). In the regime of small r, our sample complexity is much better than what standard PR methods need; and it is only about r 3 times worse than its order-optimal value of (n + q)r. Moreover, if we replace m by its lower bound for each approach, then the same can be said for the time complexity comparison with standard PR. We also briefly study the dynamic extension of LRPR.The LRPR problem occurs in phaseless dynamic imaging, e.g., Fourier ptychographic imaging of live biological specimens, where acquiring measurements is expensive. We should point out that LRPR is a very different problem than its A k = A version, or its A k = A and with-phase (linear) version, both of which have been extensively studied in the literature.for each k. If we assume κ is a constant, up to constant factors, (4) also implies (3). Thus, up to constant factors, requiring right incoherence is the same as requiring that the maximum energy of any signal x * k is within constant factors of the average.

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