Definite determinantal representations via orthostochastic matrices
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Abstract: Determinantal polynomials play a crucial role in semidefinite programming problems. Helton-Vinnikov proved that real zero (RZ) bivariate polynomials are determinantal. However, it leads to a challenging problem to compute such a determinantal representation. We provide a necessary and sufficient condition for the existence of definite determinantal representation of a bivariate polynomial by identifying its coefficients as scalar products of two vectors where the scalar products are defined by orthostochastic matrices. This alternative condition enables us to develop a method to compute a monic symmetric/Hermitian determinantal representations for a bivariate polynomial of degree . In addition, we propose a computational relaxation to the determinantal problem which turns into a problem of expressing the vector of coefficients of the given polynomial as convex combinations of some specified points. We also characterize the range set of vector coefficients of a certain type of determinantal bivariate polynomials.
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Cited in
(11)- Testing hyperbolicity of real polynomials
- A Note on Orthostochastic Matrices
- Determinantal representations and the Hermite matrix
- Polynomials with and without determinantal representations
- Definite determinantal representations of multivariate polynomials
- Roots of bivariate polynomial systems via determinantal representations
- A complete characterization of determinantal quadratic polynomials
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- The 4 × 4 Orthostochastic Variety
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