Computing the Rank Profile Matrix

The row (resp. column) rank profile of a matrix describes the staircase shape of its row (resp. column) echelon form. In an ISSAC'13 paper, we proposed a recursive Gaussian elimination that can compute simultaneously the row and column rank profiles of a matrix as well as those of all of its leading sub-matrices, in the same time as state of the art Gaussian elimination algorithms. Here we first study the conditions making a Gaus-sian elimination algorithm reveal this information. Therefore, we propose the definition of a new matrix invariant, the rank profile matrix, summarizing all information on the row and column rank profiles of all the leading sub-matrices. We also explore the conditions for a Gaussian elimination algorithm to compute all or part of this invariant, through the corresponding PLUQ decomposition. As a consequence, we show that the classical iterative CUP decomposition algorithm can actually be adapted to compute the rank profile matrix. Used, in a Crout variant, as a base-case to our ISSAC'13 implementation, it delivers a significant improvement in efficiency. Second, the row (resp. column) echelon form of a matrix are usually computed via different dedicated triangular decompositions. We show here that, from some PLUQ decompositions, it is possible to recover the row and column echelon forms of a matrix and of any of its leading sub-matrices thanks to an elementary post-processing algorithm

Symmetric indefinite triangular factorization revealing the rank profile matrix

We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $\mathbf{P}^T\mathbf{A}\mathbf{P} = \mathbf{L}\mathbf{D}\mathbf{L}^T$ where $\mathbf{P}$ is a permutation matrix, $\mathbf{L}$ is lower triangular with a unit diagonal and $\mathbf{D}$ is symmetric block diagonal with $1{\times}1$ and $2{\times}2$ antidiagonal blocks. The novel algorithm requires $O(n^2r^{\omega-2})$ arithmetic operations. Furthermore, experimental results demonstrate that our algorithm can even be slightly more than twice as fast as the state of the art unsymmetric Gaussian elimination in most cases, that is it achieves approximately the same computational speed. By adapting the pivoting strategy developed in the unsymmetric case, we show how to recover the rank profile matrix from the permutation matrix and the support of the block-diagonal matrix. There is an obstruction in characteristic $2$ for revealing the rank profile matrix which requires to relax the shape of the block diagonal by allowing the 2-dimensional blocks to have a non-zero bottom-right coefficient. This relaxed decomposition can then be transformed into a standard $\mathbf{P}\mathbf{L}\mathbf{D}\mathbf{L}^T\mathbf{P}^T$ decomposition at a negligible cost

Computing with quasiseparable matrices

International audienceThe class of quasiseparable matrices is defined by a pair of bounds, called the quasiseparable orders, on the ranks of the maximal sub-matrices entirely located in their strictly lower and upper triangular parts. These arise naturally in applications, as e.g. the inverse of band matrices, and are widely used for they admit structured representations allowing to compute with them in time linear in the dimension and quadratic with the quasiseparable order. We show, in this paper, the connection between the notion of quasisepa-rability and the rank profile matrix invariant, presented in [Dumas & al. ISSAC'15]. This allows us to propose an algorithm computing the quasiseparable orders (rL, rU) in time O(n^2 s^(ω−2)) where s = max(rL, rU) and ω the exponent of matrix multiplication. We then present two new structured representations, a binary tree of PLUQ decompositions, and the Bruhat generator, using respectively O(ns log n/s) and O(ns) field elements instead of O(ns^2) for the previously known generators. We present algorithms computing these representations in time O(n^2 s^(ω−2)). These representations allow a matrix-vector product in time linear in the size of their representation. Lastly we show how to multiply two such structured matrices in time O(n^2 s^(ω−2))

Elimination-based certificates for triangular equivalence and rank profiles

International audienceIn this paper, we give novel certificates for triangular equivalence and rank profiles. These certificates enable somebody to verify the row or column rank profiles or the whole rank profile matrix faster than recomputing them, with a negligible overall overhead. We first provide quadratic time and space non-interactive certificates saving the logarithmic factors of previously known ones. Then we propose interactive certificates for the same problems whose Monte Carlo verification complexity requires a small constant number of matrix-vector multiplications, a linear space, and a linear number of extra field operations, with a linear number of interactions. As an application we also give an interactive protocol, certifying the determinant or the signature of dense matrices, faster for the Prover than the best previously known one. Finally we give linear space and constant round certificates for the row or column rank profiles

A Practical Approach to the Secure Computation of the Moore-Penrose Pseudoinverse over the Rationals

Solving linear systems of equations is a universal problem. In the context of secure multiparty computation (MPC), a method to solve such systems, especially for the case in which the rank of the system is unknown and should remain private, is an important building block. We devise an efficient and data-oblivious algorithm (meaning that the algorithm\u27s execution time and branching behavior are independent of all secrets) for solving a bounded integral linear system of unknown rank over the rational numbers via the Moore-Penrose pseudoinverse, using finite-field arithmetic. I.e., we compute the Moore-Penrose inverse over a finite field of sufficiently large order, so that we can recover the rational solution from the solution over the finite field. While we have designed the algorithm with an MPC context in mind, it could be valuable also in other contexts where data-obliviousness is required, like secure enclaves in CPUs. Previous work by Cramer, Kiltz and Padró (CRYPTO 2007) proposes a constant-rounds protocol for computing the Moore-Penrose pseudoinverse over a finite field. The asymptotic complexity (counted as the number of secure multiplications) of their solution is $O(m^4 + n^2 m)$, where $m$ and $n$, $m\leq n$, are the dimensions of the linear system. To reduce the number of secure multiplications, we sacrifice the constant-rounds property and propose a protocol for computing the Moore-Penrose pseudoinverse over the rational numbers in a linear number of rounds, requiring only $O(m^2n)$ secure multiplications. To obtain the common denominator of the pseudoinverse, required for constructing an integer-representation of the pseudoinverse, we generalize a result by Ben-Israel for computing the squared volume of a matrix. Also, we show how to precondition a symmetric matrix to achieve generic rank profile while preserving symmetry and being able to remove the preconditioner after it has served its purpose. These results may be of independent interest

The Emergence of Gravitational Wave Science: 100 Years of Development of Mathematical Theory, Detectors, Numerical Algorithms, and Data Analysis Tools

On September 14, 2015, the newly upgraded Laser Interferometer Gravitational-wave Observatory (LIGO) recorded a loud gravitational-wave (GW) signal, emitted a billion light-years away by a coalescing binary of two stellar-mass black holes. The detection was announced in February 2016, in time for the hundredth anniversary of Einstein's prediction of GWs within the theory of general relativity (GR). The signal represents the first direct detection of GWs, the first observation of a black-hole binary, and the first test of GR in its strong-field, high-velocity, nonlinear regime. In the remainder of its first observing run, LIGO observed two more signals from black-hole binaries, one moderately loud, another at the boundary of statistical significance. The detections mark the end of a decades-long quest, and the beginning of GW astronomy: finally, we are able to probe the unseen, electromagnetically dark Universe by listening to it. In this article, we present a short historical overview of GW science: this young discipline combines GR, arguably the crowning achievement of classical physics, with record-setting, ultra-low-noise laser interferometry, and with some of the most powerful developments in the theory of differential geometry, partial differential equations, high-performance computation, numerical analysis, signal processing, statistical inference, and data science. Our emphasis is on the synergy between these disciplines, and how mathematics, broadly understood, has historically played, and continues to play, a crucial role in the development of GW science. We focus on black holes, which are very pure mathematical solutions of Einstein's gravitational-field equations that are nevertheless realized in Nature, and that provided the first observed signals.Comment: 41 pages, 5 figures. To appear in Bulletin of the American Mathematical Societ

New Protocols for Secure Linear Algebra: Pivoting-Free Elimination and Fast Block-Recursive Matrix Decomposition

Cramer and Damg\aa{}rd were the first to propose a constant-rounds protocol for securely solving a linear system of unknown rank over a finite field in multiparty computation (MPC). For $m$ linear equations and $n$ unknowns, and for the case $m\leq n$, the computational complexity of their protocol is $O(n^5)$. Follow-up work (by Cramer, Kiltz, and Padró) proposes another constant-rounds protocol for solving this problem, which has complexity $O(m^4+n^2 m)$. For certain applications, such asymptotic complexities might be prohibitive. In this work, we improve the asymptotic computational complexity of solving a linear system over a finite field, thereby sacrificing the constant-rounds property. We propose two protocols: (1) a protocol based on pivoting-free Gaussian elimination with computational complexity $O(n^3)$ and linear round complexity, and (2) a protocol based on block-recursive matrix decomposition, having $O(n^2)$ computational complexity (assuming ``cheap\u27\u27 secure inner products as in Shamir\u27s secret-sharing scheme) and $O(n^{1.585})$ (super-linear) round complexity

Normalizer Circuits and Quantum Computation

(Abridged abstract.) In this thesis we introduce new models of quantum computation to study the emergence of quantum speed-up in quantum computer algorithms. Our first contribution is a formalism of restricted quantum operations, named normalizer circuit formalism, based on algebraic extensions of the qubit Clifford gates (CNOT, Hadamard and $\pi/4$-phase gates): a normalizer circuit consists of quantum Fourier transforms (QFTs), automorphism gates and quadratic phase gates associated to a set $G$, which is either an abelian group or abelian hypergroup. Though Clifford circuits are efficiently classically simulable, we show that normalizer circuit models encompass Shor's celebrated factoring algorithm and the quantum algorithms for abelian Hidden Subgroup Problems. We develop classical-simulation techniques to characterize under which scenarios normalizer circuits provide quantum speed-ups. Finally, we devise new quantum algorithms for finding hidden hyperstructures. The results offer new insights into the source of quantum speed-ups for several algebraic problems. Our second contribution is an algebraic (group- and hypergroup-theoretic) framework for describing quantum many-body states and classically simulating quantum circuits. Our framework extends Gottesman's Pauli Stabilizer Formalism (PSF), wherein quantum states are written as joint eigenspaces of stabilizer groups of commuting Pauli operators: while the PSF is valid for qubit/qudit systems, our formalism can be applied to discrete- and continuous-variable systems, hybrid settings, and anyonic systems. These results enlarge the known families of quantum processes that can be efficiently classically simulated. This thesis also establishes a precise connection between Shor's quantum algorithm and the stabilizer formalism, revealing a common mathematical structure in several quantum speed-ups and error-correcting codes.Comment: PhD thesis, Technical University of Munich (2016). Please cite original papers if possible. Appendix E contains unpublished work on Gaussian unitaries. If you spot typos/omissions please email me at JLastNames at posteo dot net. Source: http://bit.ly/2gMdHn3. Related video talk: https://www.perimeterinstitute.ca/videos/toy-theory-quantum-speed-ups-based-stabilizer-formalism Posted on my birthda