Related papers: Computing Minimal Polynomials of Matrices
We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce…
Let $f(x)$ be a separable polynomial over a local field. Montes algorithm computes certain approximations to the different irreducible factors of $f(x)$, with strong arithmetic properties. In this paper we develop an algorithm to improve…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
We consider the low rank matrix completion problem over finite fields. This problem has been extensively studied in the domain of real/complex numbers, however, to the best of authors' knowledge, there exists merely one efficient algorithm…
We develop an automated framework for proving lower bounds on the bilinear complexity of matrix multiplication over finite fields. Our approach systematically combines orbit classification of the restricted first matrix and dynamic…
In this paper, we describe a new method to compute the minimum of a real polynomial function and the ideal defining the points which minimize this polynomial function, assuming that the minimizer ideal is zero-dimensional. Our method is a…
The celebrated Monte Carlo method estimates an expensive-to-compute quantity by random sampling. Bandit-based Monte Carlo optimization is a general technique for computing the minimum of many such expensive-to-compute quantities by adaptive…
We present a new method for obtaining norm bounds for random matrices, where each entry is a low-degree polynomial in an underlying set of independent real-valued random variables. Such matrices arise in a variety of settings in the…
The graphical realization of a given degree sequence and given partition adjacency matrix simultaneously is a relevant problem in data driven modeling of networks. Here we formulate common generalizations of this problem and the Exact…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
We revisit the notion of root polynomials, thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37--78, 2020] for general polynomial matrices, and…
Let $p\in\mathbb{Z}[x]$ be an arbitrary polynomial of degree $n$ with $k$ non-zero integer coefficients of absolute value less than $2^\tau$. In this paper, we answer the open question whether the real roots of $p$ can be computed with a…
For bivariate polynomials of degree $n\le 5$ we give fast numerical constructions of determinantal representations with $n\times n$ matrices. Unlike some other available constructions, our approach returns matrices of the smallest possible…
Shift registers/Primitive polynomials find applications in various branches of Mathematics, Coding Theory and Cryptography. Matrix analogues of primitive polynomials do exist. In this paper, an algorithmic approach to generating all such…
We propose an algorithm for determining the irreducible polynomials over finite fields, based on the use of the companion matrix of polynomials and the generalized Jordan normal form of square matrices.
We study the integer minimization of a quasiconvex polynomial with quasiconvex polynomial constraints. We propose a new algorithm that is an improvement upon the best known algorithm due to Heinz (Journal of Complexity, 2005). This…
We develop, implement and test a set of algorithms for estimating N-point correlation functions from pixelized sky maps. These algorithms are slow, in the sense that they do not break the O(N_pix^N) barrier, and yet, they are fast enough…
We consider directed graphs where each edge is labeled with an integer weight and study the fundamental algorithmic question of computing the value of a cycle with minimum mean weight. Our contributions are twofold: (1) First we show that…
The problem of finding the distance from a given $n \times n$ matrix polynomial of degree $k$ to the set of matrix polynomials having the elementary divisor $(\lambda-\lambda_0)^j, \, j \geqslant r,$ for a fixed scalar $\lambda_0$ and $2…
The most popular method for computing the matrix logarithm is a combination of the inverse scaling and squaring method in conjunction with a Pad\'e approximation, sometimes accompanied by the Schur decomposition. The main computational…