Complexity transitions in global algorithms for sparse linear systems over finite fields

We study the computational complexity of a very basic problem, namely that of finding solutions to a very large set of random linear equations in a finite Galois Field modulo q. Using tools from statistical mechanics we are able to identify phase transitions in the structure of the solution space and to connect them to changes in performance of a global algorithm, namely Gaussian elimination. Crossing phase boundaries produces a dramatic increase in memory and CPU requirements necessary to the algorithms. In turn, this causes the saturation of the upper bounds for the running time. We illustrate the results on the specific problem of integer factorization, which is of central interest for deciphering messages encrypted with the RSA cryptosystem.Comment: 23 pages, 8 figure

Multigrid methods for two-player zero-sum stochastic games

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space zero-sum two player game or to the discretization of an Isaacs equation. We present numerical tests on discretizations of Isaacs equations or variational inequalities. We also present a full multi-level policy iteration, similar to FMG, which allows to improve substantially the computation time for solving some variational inequalities.Comment: 31 page

Sensitivity of Markov chains for wireless protocols

Network communication protocols such as the IEEE 802.11 wireless protocol are currently best modelled as Markov chains. In these situations we have some protocol parameters $\alpha$, and a transition matrix $P(\alpha)$ from which we can compute the steady state (equilibrium) distribution $z(\alpha)$ and hence final desired quantities $q(\alpha)$, which might be for example the throughput of the protocol. Typically the chain will have thousands of states, and a particular example of interest is the Bianchi chain defined later. Generally we want to optimise $q$, perhaps subject to some constraints that also depend on the Markov chain. To do this efficiently we need the gradient of $q$ with respect to $\alpha$, and therefore need the gradient of $z$ and other properties of the chain with respect to $\alpha$. The matrix formulas available for this involve the so-called fundamental matrix, but are there approximate gradients available which are faster and still sufficiently accurate? In some cases BT would like to do the whole calculation in computer algebra, and get a series expansion of the equilibrium $z$ with respect to a parameter in $P$. In addition to the steady state $z$, the same questions arise for the mixing time and the mean hitting times. Two qualitative features that were brought to the Study Group’s attention were: * the transition matrix $P$ is large, but sparse. * the systems of linear equations to be solved are generally singular and need some additional normalisation condition, such as is provided by using the fundamental matrix. We also note a third highly important property regarding applications of numerical linear algebra: * the transition matrix $P$ is asymmetric. A realistic dimension for the matrix $P$ in the Bianchi model described below is 8064×8064, but on average there are only a few nonzero entries per column. Merely storing such a large matrix in dense form would require nearly 0.5GBytes using 64-bit floating point numbers, and computing its LU factorisation takes around 80 seconds on a modern microprocessor. It is thus highly desirable to employ specialised algorithms for sparse matrices. These algorithms are generally divided between those only applicable to symmetric matrices, the most prominent being the conjugate-gradient (CG) algorithm for solving linear equations, and those applicable to general matrices. A similar division is present in the literature on numerical eigenvalue problems

Invariant Generation through Strategy Iteration in Succinctly Represented Control Flow Graphs

We consider the problem of computing numerical invariants of programs, for instance bounds on the values of numerical program variables. More specifically, we study the problem of performing static analysis by abstract interpretation using template linear constraint domains. Such invariants can be obtained by Kleene iterations that are, in order to guarantee termination, accelerated by widening operators. In many cases, however, applying this form of extrapolation leads to invariants that are weaker than the strongest inductive invariant that can be expressed within the abstract domain in use. Another well-known source of imprecision of traditional abstract interpretation techniques stems from their use of join operators at merge nodes in the control flow graph. The mentioned weaknesses may prevent these methods from proving safety properties. The technique we develop in this article addresses both of these issues: contrary to Kleene iterations accelerated by widening operators, it is guaranteed to yield the strongest inductive invariant that can be expressed within the template linear constraint domain in use. It also eschews join operators by distinguishing all paths of loop-free code segments. Formally speaking, our technique computes the least fixpoint within a given template linear constraint domain of a transition relation that is succinctly expressed as an existentially quantified linear real arithmetic formula. In contrast to previously published techniques that rely on quantifier elimination, our algorithm is proved to have optimal complexity: we prove that the decision problem associated with our fixpoint problem is in the second level of the polynomial-time hierarchy.Comment: 35 pages, conference version published at ESOP 2011, this version is a CoRR version of our submission to Logical Methods in Computer Scienc

Computation with Polynomial Equations and Inequalities arising in Combinatorial Optimization

The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear algebra or semidefinite programming relaxations of many kinds of feasibility or optimization questions. We are particularly interested in problems arising in combinatorial optimization.Comment: 28 pages, survey pape