A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems often arise as the result of relaxing a rank constraint (lifting). In particular, many estimation tasks involving phases, rotations, orthonormal bases or permutations fit in this framework, and so do certain relaxations of combinatorial problems such as Max-Cut. The proposed algorithm exploits the facts that (1) such formulations admit low-rank solutions, and (2) their rank-restricted versions are smooth optimization problems on a Riemannian manifold. Combining insights from both the Riemannian and the convex geometries of the problem, we characterize when second-order critical points of the smooth problem reveal KKT points of the semidefinite problem. We compare against state of the art, mature software and find that, on certain interesting problem instances, what we call the staircase method is orders of magnitude faster, is more accurate and scales better. Code is available.Comment: 37 pages, 3 figure

Analysis of Quasi-Cyclic LDPC codes under ML decoding over the erasure channel

In this paper, we show that Quasi-Cyclic LDPC codes can efficiently accommodate the hybrid iterative/ML decoding over the binary erasure channel. We demonstrate that the quasi-cyclic structure of the parity-check matrix can be advantageously used in order to significantly reduce the complexity of the ML decoding. This is achieved by a simple row/column permutation that transforms a QC matrix into a pseudo-band form. Based on this approach, we propose a class of QC-LDPC codes with almost ideal error correction performance under the ML decoding, while the required number of row/symbol operations scales as $k\sqrt{k}$, where $k$ is the number of source symbols.Comment: 6 pages, ISITA1

RS + LDPC-Staircase Codes for the Erasure Channel: Standards, Usage and Performance

Application-Level Forward Erasure Correction (AL-FEC) codes are a key element of telecommunication systems. They are used to recover from packet losses when retransmission are not feasible and to optimize the large scale distribution of contents. In this paper we introduce Reed-Solomon/LDPCStaircase codes, two complementary AL-FEC codes that have recently been recognized as superior to Raptor codes in the context of the 3GPP-eMBMS call for technology [1]. After a brief introduction to the codes, we explain how to design high performance codecs which is a key aspect when targeting embedded systems with limited CPU/battery capacity. Finally we present the performances of these codes in terms of erasure correction capabilities and encoding/decoding speed, taking advantage of the 3GPP-eMBMS results where they have been ranked first

Globally nilpotent differential operators and the square Ising model

We recall various multiple integrals related to the isotropic square Ising model, and corresponding, respectively, to the n-particle contributions of the magnetic susceptibility, to the (lattice) form factors, to the two-point correlation functions and to their lambda-extensions. These integrals are holonomic and even G-functions: they satisfy Fuchsian linear differential equations with polynomial coefficients and have some arithmetic properties. We recall the explicit forms, found in previous work, of these Fuchsian equations. These differential operators are very selected Fuchsian linear differential operators, and their remarkable properties have a deep geometrical origin: they are all globally nilpotent, or, sometimes, even have zero p-curvature. Focusing on the factorised parts of all these operators, we find out that the global nilpotence of the factors corresponds to a set of selected structures of algebraic geometry: elliptic curves, modular curves, and even a remarkable weight-1 modular form emerging in the three-particle contribution $\chi^{(3)}$ of the magnetic susceptibility of the square Ising model. In the case where we do not have G-functions, but Hamburger functions (one irregular singularity at 0 or $\infty$) that correspond to the confluence of singularities in the scaling limit, the p-curvature is also found to verify new structures associated with simple deformations of the nilpotent property.Comment: 55 page

Almost Block Diagonal Linear Systems: Sequential and Parallel Solution Techniques, and Applications

Almost block diagonal (ABD) linear systems arise in a variety of contexts, specifically in numerical methods for two-point boundary value problems for ordinary differential equations and in related partial differential equation problems. The stable, efficient sequential solution of ABDs has received much attention over the last fifteen years and the parallel solution more recently. We survey the fields of application with emphasis on how ABDs and bordered ABDs (BABDs) arise. We outline most known direct solution techniques, both sequential and parallel, and discuss the comparative efficiency of the parallel methods. Finally, we examine parallel iterative methods for solving BABD systems. Copyright (C) 2000 John Wiley & Sons, Ltd

Computation of multiple eigenvalues and generalized eigenvectors for matrices dependent on parameters

The paper develops Newton's method of finding multiple eigenvalues with one Jordan block and corresponding generalized eigenvectors for matrices dependent on parameters. It computes the nearest value of a parameter vector with a matrix having a multiple eigenvalue of given multiplicity. The method also works in the whole matrix space (in the absence of parameters). The approach is based on the versal deformation theory for matrices. Numerical examples are given. The implementation of the method in MATLAB code is available.Comment: 19 pages, 3 figure