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Title: Bit Complexity of Jordan Normal Form and Polynomial Spectral Factorization
We study the bit complexity of two related fundamental computational problems in linear algebra and control theory. Our results are: (1) An Õ(n^{ω+3}a+n⁴a²+n^ωlog(1/ε)) time algorithm for finding an ε-approximation to the Jordan Normal form of an integer matrix with a-bit entries, where ω is the exponent of matrix multiplication. (2) An Õ(n⁶d⁶a+n⁴d⁴a²+n³d³log(1/ε)) time algorithm for ε-approximately computing the spectral factorization P(x) = Q^*(x)Q(x) of a given monic n× n rational matrix polynomial of degree 2d with rational a-bit coefficients having a-bit common denominators, which satisfies P(x)⪰0 for all real x. The first algorithm is used as a subroutine in the second one. Despite its being of central importance, polynomial complexity bounds were not previously known for spectral factorization, and for Jordan form the best previous best running time was an unspecified polynomial in n of degree at least twelve [Cai, 1994]. Our algorithms are simple and judiciously combine techniques from numerical and symbolic computation, yielding significant advantages over either approach by itself.  more » « less
Award ID(s):
2009011
PAR ID:
10471250
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
Schloss Dagstuhl -- Leibniz-Zentrum fur Informatik
Date Published:
Journal Name:
14th Innovations in Theoretical Computer Science Conference (ITCS 2023)
ISSN:
1868-8969
ISBN:
978-3-95977-263-1
Format(s):
Medium: X
Location:
Cambridge, MA
Sponsoring Org:
National Science Foundation
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