Random Spectrahedra

DOI10.1137/18M1208812zbMATH Open1428.90115arXiv1711.08253OpenAlexW2974499149WikidataQ127013399 ScholiaQ127013399MaRDI QIDQ5237461FDOQ5237461

Antonio Lerario, Khazhgali Kozhasov, Paul Breiding

Publication date: 18 October 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: Spectrahedra are affine-linear sections of the cone $mathcal{P}_n$ of positive semidefinite symmetric $nimesn$-matrices. We consider random spectrahedra that are obtained by intersecting~$mathcal{P}_n$ with the affine-linear space $mathbf1+V$, where $mathbf1$ is the identity matrix and $V$ is an $ell$-dimensional linear space that is chosen from the unique orthogonally invariant probability measure on the Grassmanian of $ell$-planes in the space of $nimesn$ real symmetric matrices (endowed with the Frobenius inner product). Motivated by applications, for $ell=3$ we relate the average number $mathbbEsigm{a}_n$ of singular points on the boundary of a three-dimensional spectrahedron to the volume of the set of symmetric matrices whose two smallest eigenvalues coincide. In the case of quartic spectrahedra ($n=4$) we show that $mathbbEsigm{a}_4=6-frac4sqrt3$. Moreover, we prove that the average number $mathbbEh{o}_n$ of singular points on the real variety of singular matrices in $mathbf1+V$ is $n(n-1)$. This quantity is related to the volume of the variety of real symmetric matrices with repeated eigenvalues. Furthermore, we compute the asymptotics of the volume and the volume of the boundary of a random spectrahedron.

Full work available at URL: https://arxiv.org/abs/1711.08253

zbMATH Keywords

semidefinite programmingrandom matricesspectrahedra

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Semidefinite programming (90C22) Positive matrices and their generalizations; cones of matrices (15B48) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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Cited In (5)

• On the geometry of the set of symmetric matrices with repeated eigenvalues
• Efficient sampling in spectrahedra and volume approximation
• The spectral dimension of random brushes
• Positive spectrahedra: invariance principles and pseudorandom generators
• Random nested tetrahedra

Uses Software

• Julia
• HomotopyContinuation

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