Efficient numerical diagonalization of hermitian 3x3 matrices

A very common problem in science is the numerical diagonalization of symmetric or hermitian 3x3 matrices. Since standard "black box" packages may be too inefficient if the number of matrices is large, we study several alternatives. We consider optimized implementations of the Jacobi, QL, and Cuppen algorithms and compare them with an analytical method relying on Cardano's formula for the eigenvalues and on vector cross products for the eigenvectors. Jacobi is the most accurate, but also the slowest method, while QL and Cuppen are good general purpose algorithms. The analytical algorithm outperforms the others by more than a factor of 2, but becomes inaccurate or may even fail completely if the matrix entries differ greatly in magnitude. This can mostly be circumvented by using a hybrid method, which falls back to QL if conditions are such that the analytical calculation might become too inaccurate. For all algorithms, we give an overview of the underlying mathematical ideas, and present detailed benchmark results. C and Fortran implementations of our code are available for download from http://www.mpi-hd.mpg.de/~globes/3x3/ .Comment: 13 pages, no figures, new hybrid algorithm added, matches published version, typo in Eq. (39) corrected; software library available at http://www.mpi-hd.mpg.de/~globes/3x3

Accelerating the CM method

Given a prime q and a negative discriminant D, the CM method constructs an elliptic curve E/\Fq by obtaining a root of the Hilbert class polynomial H_D(X) modulo q. We consider an approach based on a decomposition of the ring class field defined by H_D, which we adapt to a CRT setting. This yields two algorithms, each of which obtains a root of H_D mod q without necessarily computing any of its coefficients. Heuristically, our approach uses asymptotically less time and space than the standard CM method for almost all D. Under the GRH, and reasonable assumptions about the size of log q relative to |D|, we achieve a space complexity of O((m+n)log q) bits, where mn=h(D), which may be as small as O(|D|^(1/4)log q). The practical efficiency of the algorithms is demonstrated using |D| > 10^16 and q ~ 2^256, and also |D| > 10^15 and q ~ 2^33220. These examples are both an order of magnitude larger than the best previous results obtained with the CM method.Comment: 36 pages, minor edits, to appear in the LMS Journal of Computation and Mathematic

Note on Integer Factoring Methods IV

This note continues the theoretical development of deterministic integer factorization algorithms based on systems of polynomials equations. The main result establishes a new deterministic time complexity bench mark in integer factorization.Comment: 20 Pages, New Versio

On Quasi-Newton Forward--Backward Splitting: Proximal Calculus and Convergence

We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a highly efficient evaluation of the proximal mapping. The key to this efficiency is a general proximal calculus in the new metric. By using duality, formulas are derived that relate the proximal mapping in a rank-$r$ modified metric to the original metric. We also describe efficient implementations of the proximity calculation for a large class of functions; the implementations exploit the piece-wise linear nature of the dual problem. Then, we apply these results to acceleration of composite convex minimization problems, which leads to elegant quasi-Newton methods for which we prove convergence. The algorithm is tested on several numerical examples and compared to a comprehensive list of alternatives in the literature. Our quasi-Newton splitting algorithm with the prescribed metric compares favorably against state-of-the-art. The algorithm has extensive applications including signal processing, sparse recovery, machine learning and classification to name a few.Comment: arXiv admin note: text overlap with arXiv:1206.115