We study the cone of completely positive (cp) matrices for the first interesting case $n = 5$. This is a semialgebraic set, which means that the polynomial equalities and inequlities that define its boundary can be derived. We characterize the different loci of this boundary and we examine the two open sets with cp-rank 5 or 6. A numerical algorithm is presented that is fast and able to compute the cp-factorization even for matrices in the boundary. With our results, many new example cases can be produced and several insightful numerical experiments are performed that illustrate the difficulty of the cp-factorization problem.
We present a new approach to detecting projective equivalences and symmetries of rational parametric 3D curves. To detect projective equivalences, we first derive two projective differential invariants that are also invariant with respect to the change of parameters called M\"obius transformations. Given two rational curves, we form a system consists of two homogeneous polynomials in four variables using the projective differential invariants. The solution of the system yields the M\"obius transformations, each of which corresponds to a projective equivalence. If the input curves are the same, then our method detects the projective symmetries of the input curve. Our method is substantially faster than methods addressing a similar problem and provides solutions even for the curves with degree up to 24 and coefficients up to 78 digits.
We develop a novel connection between discrepancy minimization and (quantum) communication complexity. As an application, we resolve a substantial special case of the Matrix Spencer conjecture. In particular, we show that for every collection of symmetric $n \times n$ matrices $A_1,\ldots,A_n$ with $\|A_i\| \leq 1$ and $\|A_i\|_F \leq n^{1/4}$ there exist signs $x \in \{ \pm 1\}^n$ such that the maximum eigenvalue of $\sum_{i \leq n} x_i A_i$ is at most $O(\sqrt n)$. We give a polynomial-time algorithm based on partial coloring and semidefinite programming to find such $x$. Our techniques open a new avenue to use tools from communication complexity and information theory to study discrepancy. The proof of our main result combines a simple compression scheme for transcripts of repeated (quantum) communication protocols with quantum state purification, the Holevo bound from quantum information, and tools from sketching and dimensionality reduction. Our approach also offers a promising avenue to resolve the Matrix Spencer conjecture completely -- we show it is implied by a natural conjecture in quantum communication complexity.
We propose a new variant of Chubanov's method for solving the feasibility problem over the symmetric cone by extending Roos's method (2018) for the feasibility problem over the nonnegative orthant. The proposed method considers a feasibility problem associated with a norm induced by the maximum eigenvalue of an element and uses a rescaling focusing on the upper bound of the sum of eigenvalues of any feasible solution to the problem. Its computational bound is (i) equivalent to Roos's original method (2018) and superior to Louren\c{c}o et al.'s method (2019) when the symmetric cone is the nonnegative orthant, (ii) superior to Louren\c{c}o et al.'s method (2019) when the symmetric cone is a Cartesian product of second-order cones, and (iii) equivalent to Louren\c{c}o et al.'s method (2019) when the symmetric cone is the simple positive semidefinite cone, under the assumption that the costs of computing the spectral decomposition and the minimum eigenvalue are of the same order for any given symmetric matrix. We also conduct numerical experiments that compare the performance of our method with existing methods by generating instance in three types: (i) strongly (but ill-conditioned) feasible instances, (ii) weakly feasible instances, and (iii) infeasible instances. For any of these instances, the proposed method is rather more efficient than the existing methods in terms of accuracy and execution time.
We study quantum algorithms for several fundamental string problems, including Longest Common Substring, Lexicographically Minimal String Rotation, and Longest Square Substring. These problems have been widely studied in the stringology literature since the 1970s, and are known to be solvable by near-linear time classical algorithms. In this work, we give quantum algorithms for these problems with near-optimal query complexities and time complexities. Specifically, we show that: - Longest Common Substring can be solved by a quantum algorithm in $\tilde O(n^{2/3})$ time, improving upon the recent $\tilde O(n^{5/6})$-time algorithm by Le Gall and Seddighin (2020). Our algorithm uses the MNRS quantum walk framework, together with a careful combination of string synchronizing sets (Kempa and Kociumaka, 2019) and generalized difference covers. - Lexicographically Minimal String Rotation can be solved by a quantum algorithm in $n^{1/2 + o(1)}$ time, improving upon the recent $\tilde O(n^{3/4})$-time algorithm by Wang and Ying (2020). We design our algorithm by first giving a new classical divide-and-conquer algorithm in near-linear time based on exclusion rules, and then speeding it up quadratically using nested Grover search and quantum minimum finding. - Longest Square Substring can be solved by a quantum algorithm in $\tilde O(\sqrt{n})$ time. Our algorithm is an adaptation of the algorithm by Le Gall and Seddighin (2020) for the Longest Palindromic Substring problem, but uses additional techniques to overcome the difficulty that binary search no longer applies. Our techniques naturally extend to other related string problems, such as Longest Repeated Substring, Longest Lyndon Substring, and Minimal Suffix.
We consider the problem of maintaining an approximate maximum independent set of geometric objects under insertions and deletions. We present data structures that maintain a constant-factor approximate maximum independent set for broad classes of fat objects in $d$ dimensions, where $d$ is assumed to be a constant, in sublinear \textit{worst-case} update time. This gives the first results for dynamic independent set in a wide variety of geometric settings, such as disks, fat polygons, and their high-dimensional equivalents. Our result is obtained via a two-level approach. First, we develop a dynamic data structure which stores all objects and provides an approximate independent set when queried, with output-sensitive running time. We show that via standard methods such a structure can be used to obtain a dynamic algorithm with \textit{amortized} update time bounds. Then, to obtain worst-case update time algorithms, we develop a generic deamortization scheme that with each insertion/deletion keeps (i) the update time bounded and (ii) the number of changes in the independent set constant. We show that such a scheme is applicable to fat objects by showing an appropriate generalization of a separator theorem. Interestingly, we show that our deamortization scheme is also necessary in order to obtain worst-case update bounds: If for a class of objects our scheme is not applicable, then no constant-factor approximation with sublinear worst-case update time is possible. We show that such a lower bound applies even for seemingly simple classes of geometric objects including axis-aligned rectangles in the plane.
The problem of the mean-square optimal estimation of the linear functionals which depend on the unknown values of a stochastic stationary sequence from observations of the sequence in special sets of points is considered. Formulas for calculating the mean-square error and the spectral characteristic of the optimal linear estimate of the functionals are derived under the condition of spectral certainty, where the spectral density of the sequence is exactly known. The minimax (robust) method of estimation is applied in the case where the spectral density of the sequence is not known exactly while some sets of admissible spectral densities are given. Formulas that determine the least favourable spectral densities and the minimax spectral characteristics are derived for some special sets of admissible densities.
Recently (Elkin, Filtser, Neiman 2017) introduced the concept of a {\it terminal embedding} from one metric space $(X,d_X)$ to another $(Y,d_Y)$ with a set of designated terminals $T\subset X$. Such an embedding $f$ is said to have distortion $\rho\ge 1$ if $\rho$ is the smallest value such that there exists a constant $C>0$ satisfying \begin{equation*} \forall x\in T\ \forall q\in X,\ C d_X(x, q) \le d_Y(f(x), f(q)) \le C \rho d_X(x, q) . \end{equation*} In the case that $X,Y$ are both Euclidean metrics with $Y$ being $m$-dimensional, recently (Narayanan, Nelson 2019), following work of (Mahabadi, Makarychev, Makarychev, Razenshteyn 2018), showed that distortion $1+\epsilon$ is achievable via such a terminal embedding with $m = O(\epsilon^{-2}\log n)$ for $n := |T|$. This generalizes the Johnson-Lindenstrauss lemma, which only preserves distances within $T$ and not to $T$ from the rest of space. The downside is that evaluating the embedding on some $q\in \mathbb{R}^d$ required solving a semidefinite program with $\Theta(n)$ constraints in $m$ variables and thus required some superlinear $\mathrm{poly}(n)$ runtime. Our main contribution in this work is to give a new data structure for computing terminal embeddings. We show how to pre-process $T$ to obtain an almost linear-space data structure that supports computing the terminal embedding image of any $q\in\mathbb{R}^d$ in sublinear time $n^{1-\Theta(\epsilon^2)+o(1)} + dn^{o(1)}$. To accomplish this, we leverage tools developed in the context of approximate nearest neighbor search.
Multiplying matrices is among the most fundamental and compute-intensive operations in machine learning. Consequently, there has been significant work on efficiently approximating matrix multiplies. We introduce a learning-based algorithm for this task that greatly outperforms existing methods. Experiments using hundreds of matrices from diverse domains show that it often runs $100\times$ faster than exact matrix products and $10\times$ faster than current approximate methods. In the common case that one matrix is known ahead of time, our method also has the interesting property that it requires zero multiply-adds. These results suggest that a mixture of hashing, averaging, and byte shuffling$-$the core operations of our method$-$could be a more promising building block for machine learning than the sparsified, factorized, and/or scalar quantized matrix products that have recently been the focus of substantial research and hardware investment.
We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $\epsilon$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/\epsilon)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/\epsilon^2)$ bound (SODA'03), and bypasses an $\Omega(d^2/\epsilon^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetilde{\Theta}(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $\epsilon$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.