Convexity Properties of the Condition Number II

DOI10.1137/100808885MaRDI QIDQ4902927zbMATH OpenOpenAlexFDO

Authors Gregorio Malajovich, Michael Shub, Carlos Beltran, Jean-Pierre Dedieu

Publication date 18 January 2013

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.5936, http://hdl.handle.net/10902/3206

zbMATH Keywords

condition numberconvexityLipschitz Riemannian structureself-convexity

Mathematics Subject Classification ID

Global Riemannian geometry, including pinching (53C20) Geodesics in global differential geometry (53C22) Differential geometry of homogeneous manifolds (53C30)

Abstract: In our previous paper [SIMAX 31 n.3 1491-1506(2010)], we studied the condition metric in the space of maximal rank matrices. Here, we show that this condition metric induces a Lipschitz-Riemann structure on that space. After investigating geodesics in such a nonsmooth structure, we show that the inverse of the smallest singular value of a matrix is a log-convex function along geodesics (Theorem 1). We also show that a similar result holds for the solution variety of linear systems (Theorem 31). Some of our intermediate results, such as Theorem 12, on the second covariant derivative or Hessian of a function with symmetries on a manifold, and Theorem 29 on piecewise self-convex functions, are of independent interest. Those results were motivated by our investigations on the com- plexity of path-following algorithms for solving polynomial systems.

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Cited in

(9)

• Complexity of sparse polynomial solving: homotopy on toric varieties and the condition metric
• On the geometry and topology of the solution variety for polynomial system solving
• Condition number and eccentricity of a closed convex cone
• Self-convexity and curvature
• The condition metric in the space of rectangular full rank matrices
• Convexity properties of the condition number
• Complexity of path-following methods for the eigenvalue problem
• Convexity of sums of eigenvalues of a segment of unitaries
• Optimal transport between algebraic hypersurfaces

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