Definite determinantal representations via orthostochastic matrices (Q2229698)

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Definite determinantal representations via orthostochastic matrices
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    Definite determinantal representations via orthostochastic matrices (English)
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    18 February 2021
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    A necessary and sufficient condition to guarantee the existence of a definite determinantal representation of a bivariate polynomial by identifying its coefficients as scalar products (defined by orthostochastic matrices) of two vectors is obtained and employed for developing a method for computing a monic symmetric/Hermitian determinantal representation of a bivariate polynomial of a given degree. A computational relaxation to the determinantal problem is also investigated, taking into consideration the observation that it can be reformulated as a problem of expressing the vector of coefficients of the given polynomial as convex combinations of some specified points. Some examples complete the theoretical investigations.
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    semidefinite programming
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    LMI representable sets
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    determinantal polynomials
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    RZ polynomials
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    orthostochastic matrices
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    exterior algebra
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