A lower bound for the determinantal complexity of a hypersurface

We prove that the determinantal complexity of a hypersurface of degree $d > 2$ is bounded below by one more than the codimension of the singular locus, provided that this codimension is at least $5$. As a result, we obtain that the determinantal complexity of the $3 \times 3$ permanent is $7$. We also prove that for $n> 3$, there is no nonsingular hypersurface in $\mathbf{P}^n$ of degree $d$ that has an expression as a determinant of a $d \times d$ matrix of linear forms while on the other hand for $n \le 3$, a general determinantal expression is nonsingular. Finally, we answer a question of Ressayre by showing that the determinantal complexity of the unique (singular) cubic surface containing a single line is $5$.Comment: 7 pages, 0 figure

Polar Varieties and Efficient Real Elimination

Let $S_0$ be a smooth and compact real variety given by a reduced regular sequence of polynomials $f_1, ..., f_p$. This paper is devoted to the algorithmic problem of finding {\em efficiently} a representative point for each connected component of $S_0$ . For this purpose we exhibit explicit polynomial equations that describe the generic polar varieties of $S_0$. This leads to a procedure which solves our algorithmic problem in time that is polynomial in the (extrinsic) description length of the input equations $f_1, >..., f_p$ and in a suitably introduced, intrinsic geometric parameter, called the {\em degree} of the real interpretation of the given equation system $f_1, >..., f_p$.Comment: 32 page

Using Elimination Theory to construct Rigid Matrices

The rigidity of a matrix A for target rank r is the minimum number of entries of A that must be changed to ensure that the rank of the altered matrix is at most r. Since its introduction by Valiant (1977), rigidity and similar rank-robustness functions of matrices have found numerous applications in circuit complexity, communication complexity, and learning complexity. Almost all nxn matrices over an infinite field have a rigidity of (n-r)^2. It is a long-standing open question to construct infinite families of explicit matrices even with superlinear rigidity when r = Omega(n). In this paper, we construct an infinite family of complex matrices with the largest possible, i.e., (n-r)^2, rigidity. The entries of an n x n matrix in this family are distinct primitive roots of unity of orders roughly exp(n^2 log n). To the best of our knowledge, this is the first family of concrete (but not entirely explicit) matrices having maximal rigidity and a succinct algebraic description. Our construction is based on elimination theory of polynomial ideals. In particular, we use results on the existence of polynomials in elimination ideals with effective degree upper bounds (effective Nullstellensatz). Using elementary algebraic geometry, we prove that the dimension of the affine variety of matrices of rigidity at most k is exactly n^2-(n-r)^2+k. Finally, we use elimination theory to examine whether the rigidity function is semi-continuous.Comment: 25 Pages, minor typos correcte

Semidefinite Representation of the kk-Ellipse

The $k$-ellipse is the plane algebraic curve consisting of all points whose sum of distances from $k$ given points is a fixed number. The polynomial equation defining the $k$-ellipse has degree $2^k$ if $k$ is odd and degree $2^k{-}\binom{k}{k/2}$ if $k$ is even. We express this polynomial equation as the determinant of a symmetric matrix of linear polynomials. Our representation extends to weighted $k$-ellipses and $k$-ellipsoids in arbitrary dimensions, and it leads to new geometric applications of semidefinite programming.Comment: 16 pages, 5 figure

Maximum Likelihood for Matrices with Rank Constraints

Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We determine the maximum likelihood degree for a range of determinantal varieties, and we apply numerical algebraic geometry to compute all critical points of their likelihood functions. This led to the discovery of maximum likelihood duality between matrices of complementary ranks, a result proved subsequently by Draisma and Rodriguez.Comment: 22 pages, 1 figur

Maximum likelihood geometry in the presence of data zeros

Given a statistical model, the maximum likelihood degree is the number of complex solutions to the likelihood equations for generic data. We consider discrete algebraic statistical models and study the solutions to the likelihood equations when the data contain zeros and are no longer generic. Focusing on sampling and model zeros, we show that, in these cases, the solutions to the likelihood equations are contained in a previously studied variety, the likelihood correspondence. The number of these solutions give a lower bound on the ML degree, and the problem of finding critical points to the likelihood function can be partitioned into smaller and computationally easier problems involving sampling and model zeros. We use this technique to compute a lower bound on the ML degree for $2 \times 2 \times 2 \times 2$ tensors of border rank $\leq 2$ and $3 \times n$ tables of rank $\leq 2$ for $n=11, 12, 13, 14$, the first four values of $n$ for which the ML degree was previously unknown

A primal-dual formulation for certifiable computations in Schubert calculus

Formulating a Schubert problem as the solutions to a system of equations in either Pl\"ucker space or in the local coordinates of a Schubert cell typically involves more equations than variables. We present a novel primal-dual formulation of any Schubert problem on a Grassmannian or flag manifold as a system of bilinear equations with the same number of equations as variables. This formulation enables numerical computations in the Schubert calculus to be certified using algorithms based on Smale's \alpha-theory.Comment: 21 page