We develop a fast phase retrieval method which is near-linear time, making it computationally feasible for large dimensional signals. Both theoretical and experimental results demonstrate the method's speed, accuracy, and robustness. We then use this new phase retrieval method to help establish the first known sublinear-time compressive phase retrieval algorithm capable of recovering a given $s$-sparse vector $\mathbf x \in \mathbb{C}^d$ (up to an unknown phase factor) in just $\mathcal{O}(s \log^5 s \cdot \log d)$-time using only $\mathcal{O}(s \log^4 s \cdot \log d)$ magnitude measurements.
['Mark A. Iwen', 'Aditya Viswanathan', 'Yang Wang']
Fast Phase Retrieval for High-Dimensions