On computing complex square roots of real matrices

We present an idea for computing complex square roots of matrices using only real arithmetic.Fundação para a Ciência e a Tecnologia (FCT) - Project PEst-C/MAT/UI0013/2011, PTDC/MAT/112273/2009National Natural Science Foundation of China - Project PEst-C/MAT/UI0013/2011, PTDC/MAT/112273/2009, Portugal.Major Foundation of Educational Committee of Hunan Province - Grant No. 09A002 [2009]FEDER Funds- "Programa Operacional Factores de Competitividade - COMPETE

Computing the square roots of matrices with central symmetry

For computing square roots of a nonsingular matrix A, which are functions of A, two well known fast and stable algorithms, which are based on the Schur decomposition of A, were proposed by Bj¨ork and Hammarling [3], for square roots of general complex matrices, and by Higham [10], for real square roots of real matrices. In this paper we further consider (the computation of) the square roots of matrices with central symmetry. We first investigate the structure of the square roots of these matrices and then develop several algorithms for computing the square roots. We show that our algorithms ensure significant savings in computational costs as compared to the use of standard algorithms for arbitrary matrices.Fundação para a Ciência e a Tecnologia (FCT

New Structured Matrix Methods for Real and Complex Polynomial Root-finding

We combine the known methods for univariate polynomial root-finding and for computations in the Frobenius matrix algebra with our novel techniques to advance numerical solution of a univariate polynomial equation, and in particular numerical approximation of the real roots of a polynomial. Our analysis and experiments show efficiency of the resulting algorithms.Comment: 18 page

Novel Approach to Real Polynomial Root-finding and Matrix Eigen-solving

Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial has no nonreal roots, but typically nonreal roots are much more numerous than the real ones. We dramatically accelerate the known algorithms in this case by exploiting the correlation between the computations with matrices and polynomials, extending the techniques of the matrix sign iteration, and exploiting the structure of the companion matrix of the input polynomial. We extend some of the proposed techniques to the approximation of the real eigenvalues of a real nonsymmetric matrix.Comment: 17 pages, added algorithm

Complex and Hypercomplex Discrete Fourier Transforms Based on Matrix Exponential Form of Euler's Formula

We show that the discrete complex, and numerous hypercomplex, Fourier transforms defined and used so far by a number of researchers can be unified into a single framework based on a matrix exponential version of Euler's formula $e^{j\theta}=\cos\theta+j\sin\theta$, and a matrix root of -1 isomorphic to the imaginary root $j$. The transforms thus defined can be computed using standard matrix multiplications and additions with no hypercomplex code, the complex or hypercomplex algebra being represented by the form of the matrix root of -1, so that the matrix multiplications are equivalent to multiplications in the appropriate algebra. We present examples from the complex, quaternion and biquaternion algebras, and from Clifford algebras Cl1,1 and Cl2,0. The significance of this result is both in the theoretical unification, and also in the scope it affords for insight into the structure of the various transforms, since the formulation is such a simple generalization of the classic complex case. It also shows that hypercomplex discrete Fourier transforms may be computed using standard matrix arithmetic packages without the need for a hypercomplex library, which is of importance in providing a reference implementation for verifying implementations based on hypercomplex code.Comment: The paper has been revised since the second version to make some of the reasons for the paper clearer, to include reviews of prior hypercomplex transforms, and to clarify some points in the conclusion

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