Fast, deterministic computation of the Hermite normal form and determinant of a polynomial matrix

Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use $\widetilde{\mathcal{O}}(n^\omega \lceil s \rceil)$ operations in $\mathbb{K}$, where $s$ is bounded from above by both the average of the degrees of the rows and that of the columns of the matrix and $\omega$ is the exponent of matrix multiplication. The soft-$O$ notation indicates that logarithmic factors in the big-$O$ are omitted while the ceiling function indicates that the cost is $\widetilde{\mathcal{O}}(n^\omega)$ when $s = o(1)$. Our algorithms are based on a fast and deterministic triangularization method for computing the diagonal entries of the Hermite form of a nonsingular matrix.Comment: 34 pages, 3 algorithm

Fast Computation of Smith Forms of Sparse Matrices Over Local Rings

We present algorithms to compute the Smith Normal Form of matrices over two families of local rings. The algorithms use the \emph{black-box} model which is suitable for sparse and structured matrices. The algorithms depend on a number of tools, such as matrix rank computation over finite fields, for which the best-known time- and memory-efficient algorithms are probabilistic. For an \nxn matrix $A$ over the ring \Fzfe, where $f^e$ is a power of an irreducible polynomial f \in \Fz of degree $d$, our algorithm requires \bigO(\eta de^2n) operations in \F, where our black-box is assumed to require \bigO(\eta) operations in \F to compute a matrix-vector product by a vector over \Fzfe (and $\eta$ is assumed greater than \Pden). The algorithm only requires additional storage for \bigO(\Pden) elements of \F. In particular, if \eta=\softO(\Pden), then our algorithm requires only \softO(n^2d^2e^3) operations in \F, which is an improvement on known dense methods for small $d$ and $e$. For the ring \ZZ/p^e\ZZ, where $p$ is a prime, we give an algorithm which is time- and memory-efficient when the number of nontrivial invariant factors is small. We describe a method for dimension reduction while preserving the invariant factors. The time complexity is essentially linear in $\mu n r e \log p,$ where $\mu$ is the number of operations in \ZZ/p\ZZ to evaluate the black-box (assumed greater than $n$) and $r$ is the total number of non-zero invariant factors. To avoid the practical cost of conditioning, we give a Monte Carlo certificate, which at low cost, provides either a high probability of success or a proof of failure. The quest for a time- and memory-efficient solution without restrictions on the number of nontrivial invariant factors remains open. We offer a conjecture which may contribute toward that end.Comment: Preliminary version to appear at ISSAC 201

Computational linear algebra over finite fields

We present here algorithms for efficient computation of linear algebra problems over finite fields

Efficient Computation of the Characteristic Polynomial

This article deals with the computation of the characteristic polynomial of dense matrices over small finite fields and over the integers. We first present two algorithms for the finite fields: one is based on Krylov iterates and Gaussian elimination. We compare it to an improvement of the second algorithm of Keller-Gehrig. Then we show that a generalization of Keller-Gehrig's third algorithm could improve both complexity and computational time. We use these results as a basis for the computation of the characteristic polynomial of integer matrices. We first use early termination and Chinese remaindering for dense matrices. Then a probabilistic approach, based on integer minimal polynomial and Hensel factorization, is particularly well suited to sparse and/or structured matrices