A fast Newton method for entropy maximization in statistical phase estimation

Authors
Wu, ZJ Phillips, GN Tapia, R Zhang, Y
Citation
Zj. Wu et al., A fast Newton method for entropy maximization in statistical phase estimation, ACT CRYST A, 57, 2001, pp. 681-685
Citations number
17
Categorie Soggetti
Physical Chemistry/Chemical Physics
Journal title
ACTA CRYSTALLOGRAPHICA SECTION A
ISSN journal
01087673 → ACNP
Volume
57
Year of publication
2001
Part
6
Pages
681 - 685
Database
ISI
SICI code
0108-7673(200111)57:<681:AFNMFE>2.0.ZU;2-5
Abstract
A fast Newton method is presented for solving the entropy maximization prob lem in the Bayesian statistical approach to phase estimation. The method re quires only O(n log n) instead of standard O(n(3)) floating point operation s per iteration, while converging in the same rate as the standard Newton m ethod. The method is described and related computational issues are discuss ed. Numerical results on simple test cases are also presented to demonstrat e the behavior of the method.