The level set method for the two-sided eigenproblem

We consider the max-plus analogue of the eigenproblem for matrix pencils Ax=lambda Bx. We show that the spectrum of (A,B) (i.e., the set of possible values of lambda), which is a finite union of intervals, can be computed in pseudo-polynomial number of operations, by a (pseudo-polynomial) number of calls to an oracle that computes the value of a mean payoff game. The proof relies on the introduction of a spectral function, which we interpret in terms of the least Chebyshev distance between Ax and lambda Bx. The spectrum is obtained as the zero level set of this function.Comment: 34 pages, 4 figures. Changes with respect to the previous version: we explain relation to mean-payoff games and discrete event systems, and show that the reconstruction of spectrum is pseudopolynomia

On the problem Ax=\lambda Bx in max algebra: every system of intervals is a spectrum

We consider the two-sided eigenproblem Ax=\lambda Bx over max algebra. It is shown that any finite system of real intervals and points can be represented as spectrum of this eigenproblem.Comment: 7 pages, minor corrections, change of titl

Minimizing Communication for Eigenproblems and the Singular Value Decomposition

Algorithms have two costs: arithmetic and communication. The latter represents the cost of moving data, either between levels of a memory hierarchy, or between processors over a network. Communication often dominates arithmetic and represents a rapidly increasing proportion of the total cost, so we seek algorithms that minimize communication. In \cite{BDHS10} lower bounds were presented on the amount of communication required for essentially all $O(n^3)$-like algorithms for linear algebra, including eigenvalue problems and the SVD. Conventional algorithms, including those currently implemented in (Sca)LAPACK, perform asymptotically more communication than these lower bounds require. In this paper we present parallel and sequential eigenvalue algorithms (for pencils, nonsymmetric matrices, and symmetric matrices) and SVD algorithms that do attain these lower bounds, and analyze their convergence and communication costs.Comment: 43 pages, 11 figure

Controllable and tolerable generalized eigenvectors of interval max-plus matrices

summary:By max-plus algebra we mean the set of reals $\mathbb{R}$ equipped with the operations $a\oplus b=\max\{a,b\}$ and $a\otimes b= a+b$ for $a,b\in \mathbb{R}.$ A vector $x$ is said to be a generalized eigenvector of max-plus matrices $A, B\in\mathbb{R}(m,n)$ if $A\otimes x=\lambda\otimes B\otimes x$ for some $\lambda\in \mathbb{R}$. The investigation of properties of generalized eigenvectors is important for the applications. The values of vector or matrix inputs in practice are usually not exact numbers and they can be rather considered as values in some intervals. In this paper the properties of matrices and vectors with inexact (interval) entries are studied and complete solutions of the controllable, the tolerable and the strong generalized eigenproblem in max-plus algebra are presented. As a consequence of the obtained results, efficient algorithms for checking equivalent conditions are introduced

Tropical polar cones, hypergraph transversals, and mean payoff games

We discuss the tropical analogues of several basic questions of convex duality. In particular, the polar of a tropical polyhedral cone represents the set of linear inequalities that its elements satisfy. We characterize the extreme rays of the polar in terms of certain minimal set covers which may be thought of as weighted generalizations of minimal transversals in hypergraphs. We also give a tropical analogue of Farkas lemma, which allows one to check whether a linear inequality is implied by a finite family of linear inequalities. Here, the certificate is a strategy of a mean payoff game. We discuss examples, showing that the number of extreme rays of the polar of the tropical cyclic polyhedral cone is polynomially bounded, and that there is no unique minimal system of inequalities defining a given tropical polyhedral cone.Comment: 27 pages, 6 figures, revised versio

Special and structured matrices in max-plus algebra

The aim of this thesis is to present efficient (strongly polynomial) methods and algorithms for problems in max­algebra when certain matrices have special entries or are structured. First, we describe all solutions to a one-sided parametrised system. Next, we consider special cases of two-sided systems of equations/inequalities. Usually, we describe a set of generators of all solutions but sometimes we are satisfied with finding a non-trivial solution or being able to say something meaningful about a non-trivial solution should it exist. We look at special cases of the generalised eigenproblem, describing the full spectrum usually. Finally, we prove some results on 2x2 matrix roots and generalise these results to a class of nxn matrices. Main results include: a description of all solutions to the two-dimensional generalised eigenproblem; observations about a non-trivial solution (should it exist) to essential/minimally active two-sided systems of equations; the full spectrum of the generalised eigenproblem when one of the matrices is an outer-product; the unique candidate for the generalised eigenproblem when the difference of two matrices is symmetric and has a saddle point and finally we explicitly say when a 2x2 matrix has a kth root for a fixed positive integer k

On Max-Plus Linear Dynamical System Theory: The Regulation Problem

A class of timed discrete event systems can be modeled by using Timed-Event Graphs, a class of timed Petri nets that can have its firing dynamic described by using an algebra called “Max-plus algebra”. For this kind of systems it may be desirable to enforce some timing constraints in steady state. In this paper, this problem is called a “max-plus regulation problem”. In this context we show a necessary condition for solving these regulation problems and in addition that this condition is sufficient for a large class of problems. The obtained controller is a simple linear static state feedback and can be computed using efficient pseudo-polynomial algorithms. Simulation results will illustrate the applicability of the proposed methodology

Integrality in max-linear systems

This thesis deals with the existence and description of integer solutions to max-linear systems. It begins with the one-sided systems and the subeigenproblem. The description of all integer solutions to each of these systems can be achieved in strongly polynomial time. The main max-linear systems that we consider include the eigenproblem, and the problem of determining whether a matrix has an integer vector in its column space. Also the two-sided systems, as well as max-linear programming problems. For each of these problems we construct algorithms which either find an integer solution, or determine that none exist. If the input matrix is finite, then the algorithms are proven to run in pseudopolynomial time. Additionally, we introduce special classes of input matrices for each of these problems for which we can determine existence of an integer solution in strongly polynomial time, as well as a complete description of all integer solutions. Moreover we perform a detailed investigation into the complexity of the problem of finding an integer vector in the column space. We describe a number of equivalent problems, each of which has a polynomially solvable subcase. Further we prove NP-hardness of related problems obtained by introducing extra conditions on the solution set