Definite determinantal representations via orthostochastic matrices

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Publication:2229698

DOI10.1016/J.JSC.2020.04.005zbMATH Open1459.15028arXiv1708.09559OpenAlexW3019666632MaRDI QIDQ2229698FDOQ2229698


Authors: Papri Dey Edit this on Wikidata


Publication date: 18 February 2021

Published in: Journal of Symbolic Computation (Search for Journal in Brave)

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 d. 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.


Full work available at URL: https://arxiv.org/abs/1708.09559




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