Applying machine learning to the problem of choosing a heuristic to select the variable ordering for cylindrical algebraic decomposition

Cylindrical algebraic decomposition(CAD) is a key tool in computational algebraic geometry, particularly for quantifier elimination over real-closed fields. When using CAD, there is often a choice for the ordering placed on the variables. This can be important, with some problems infeasible with one variable ordering but easy with another. Machine learning is the process of fitting a computer model to a complex function based on properties learned from measured data. In this paper we use machine learning (specifically a support vector machine) to select between heuristics for choosing a variable ordering, outperforming each of the separate heuristics.Comment: 16 page

Cylindrical Algebraic Decomposition Using Local Projections

We present an algorithm which computes a cylindrical algebraic decomposition of a semialgebraic set using projection sets computed for each cell separately. Such local projection sets can be significantly smaller than the global projection set used by the Cylindrical Algebraic Decomposition (CAD) algorithm. This leads to reduction in the number of cells the algorithm needs to construct. We give an empirical comparison of our algorithm and the classical CAD algorithm

An implementation of CAD in Maple utilising problem formulation, equational constraints and truth-table invariance

Cylindrical algebraic decomposition (CAD) is an important tool for the investigation of semi-algebraic sets, with applications within algebraic geometry and beyond. We recently reported on a new implementation of CAD in Maple which implemented the original algorithm of Collins and the subsequent improvement to projection by McCallum. Our implementation was in contrast to Maple's in-built CAD command, based on a quite separate theory. Although initially developed as an investigative tool to compare the algorithms, we found and reported that our code offered functionality not currently available in any other existing implementations. One particularly important piece of functionality is the ability to produce order-invariant CADs. This has allowed us to extend the implementation to produce CADs invariant with respect to either equational constraints (ECCADs) or the truth-tables of sequences of formulae (TTICADs). This new functionality is contained in the second release of our code, along with commands to consider problem formulation which can be a major factor in the tractability of a CAD. In the report we describe the new functionality and some theoretical discoveries it prompted. We describe how the CADs produced using equational constraints are able to take advantage of not just improved projection but also improvements in the lifting phase. We also present an extension to the original TTICAD algorithm which increases both the applicability of TTICAD and its relative benefit over other algorithms. The code and an introductory Maple worksheet / pdf demonstrating the full functionality of the package are freely available online.Comment: 12 pages; University of Bath, Dept. Computer Science Technical Report Series, 2013-02, 201

Formulating problems for real algebraic geometry

We discuss issues of problem formulation for algorithms in real algebraic geometry, focussing on quantifier elimination by cylindrical algebraic decomposition. We recall how the variable ordering used can have a profound effect on both performance and output and summarise what may be done to assist with this choice. We then survey other questions of problem formulation and algorithm optimisation that have become pertinent following advances in CAD theory, including both work that is already published and work that is currently underway. With implementations now in reach of real world applications and new theory meaning algorithms are far more sensitive to the input, our thesis is that intelligently formulating problems for algorithms, and indeed choosing the correct algorithm variant for a problem, is key to improving the practical use of both quantifier elimination and symbolic real algebraic geometry in general.Comment: To be presented at The "Encuentros de \'Algebra Computacional y Aplicaciones, EACA 2014" (Meetings on Computer Algebra and Applications) in Barcelon

Constructing Fewer Open Cells by GCD Computation in CAD Projection

A new projection operator based on cylindrical algebraic decomposition (CAD) is proposed. The new operator computes the intersection of projection factor sets produced by different CAD projection orders. In other words, it computes the gcd of projection polynomials in the same variables produced by different CAD projection orders. We prove that the new operator still guarantees obtaining at least one sample point from every connected component of the highest dimension, and therefore, can be used for testing semi-definiteness of polynomials. Although the complexity of the new method is still doubly exponential, in many cases, the new operator does produce smaller projection factor sets and fewer open cells. Some examples of testing semi-definiteness of polynomials, which are difficult to be solved by existing tools, have been worked out efficiently by our program based on the new method.Comment: Accepted by ISSAC 2014 (July 23--25, 2014, Kobe, Japan

Multiscale differential Riccati equations for linear quadratic regulator problems

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic problems, standard finite element discretizations perform poorly in this setting unless the grid resolves the fine-scale features of the problem. This results in unfeasible amounts of computation and high memory requirements. In this paper, we demonstrate how the localized orthogonal decomposition method may be used to acquire accurate results also for coarse discretizations, at the low cost of solving a series of small, localized elliptic problems. We prove second-order convergence (except for a logarithmic factor) in the $L^2$ operator norm, and first-order convergence in the corresponding energy norm. These results are both independent of the multiscale variations in the state equation. In addition, we provide a detailed derivation of the fully discrete matrix-valued equations, and show how they can be handled in a low-rank setting for large-scale computations. In connection to this, we also show how to efficiently compute the relevant operator-norm errors. Finally, our theoretical results are validated by several numerical experiments.Comment: Accepted for publication in SIAM J. Sci. Comput. This version differs from the previous one only by the addition of Remark 7.2 and minor changes in formatting. 21 pages, 12 figure

A framework for deflated and augmented Krylov subspace methods

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually different from preconditioning. Deflation (in the sense the term is used here) "removes" certain parts from the operator making it singular, while augmentation adds a subspace to the Krylov subspace (often the one that is generated by the singular operator); in contrast, preconditioning changes the spectrum of the operator without making it singular. Deflation and augmentation have been used in a variety of methods and settings. Typically, deflation is combined with augmentation to compensate for the singularity of the operator, but both techniques can be applied separately. We introduce a framework of Krylov subspace methods that satisfy a Galerkin condition. It includes the families of orthogonal residual (OR) and minimal residual (MR) methods. We show that in this framework augmentation can be achieved either explicitly or, equivalently, implicitly by projecting the residuals appropriately and correcting the approximate solutions in a final step. We study conditions for a breakdown of the deflated methods, and we show several possibilities to avoid such breakdowns for the deflated MINRES method. Numerical experiments illustrate properties of different variants of deflated MINRES analyzed in this paper.Comment: 24 pages, 3 figure