Low rank matrix recovery from rank one measurements

We study the recovery of Hermitian low rank matrices $X \in \mathbb{C}^{n \times n}$ from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with random rank-one matrices of the form $aj aj^*$ for some measurement vectors $a1,...,am$, i.e., the measurements are given by $yj = \mathrm{tr}(X aj aj^*)$. The case where the matrix $X=x x^*$ to be recovered is of rank one reduces to the problem of phaseless estimation (from measurements, $yj = |\langle x,aj\rangle|^2$ via the PhaseLift approach, which has been introduced recently. We derive bounds for the number $m$ of measurements that guarantee successful uniform recovery of Hermitian rank $r$ matrices, either for the vectors $aj$, $j=1,...,m$, being chosen independently at random according to a standard Gaussian distribution, or $aj$ being sampled independently from an (approximate) complex projective $t$-design with $t=4$. In the Gaussian case, we require $m \geq C r n$ measurements, while in the case of $4$-designs we need $m \geq Cr n \log(n)$. Our results are uniform in the sense that one random choice of the measurement vectors $aj$ guarantees recovery of all rank $r$-matrices simultaneously with high probability. Moreover, we prove robustness of recovery under perturbation of the measurements by noise. The result for approximate $4$-designs generalizes and improves a recent bound on phase retrieval due to Gross, Kueng and Krahmer. In addition, it has applications in quantum state tomography. Our proofs employ the so-called bowling scheme which is based on recent ideas by Mendelson and Koltchinskii.