Definite determinantal representations via orthostochastic matrices (Q2229698)
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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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0.8862155675888062
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0.8005420565605164
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0.7952536940574646
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0.7931927442550659
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0.7861008644104004
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