arXiv subjects

George Labahn

Publications and source records attributed to George Labahn.

At least 19 recordsLinked to original sources

arXiv2026

A C implementation of the Smith massager algorithm

We describe a C implementation of the Las Vegas algorithm of Birmpilis, Labahn and Storjohann from 2020 for computing the Smith normal form of a nonsingular integer matrix. The algorithm computes a Smith massager for the input matrix using $O(n^{\omega}\, \B(\log n + \log \|A\|)\, (\log n)^2)$ bit operations, which is softly equivalent to the cost of multiplying two matrices of the same dimension and entry size. We describe the key implementation techniques that bridge the gap between the theoretical algorithm and practical performance, including BLAS-accelerated modular arithmetic via the Residue Number System and an adaptive batching scheme that collapses the theoretical $O(\log n)$ iterations to $O(1)$ in practice. Experiments on matrices of dimension up to $n = 10007$ show that the implementation's running time scales proportionally to that of a single BLAS matrix multiplication, with both exhibiting the same effective growth rate on a log-log plot.

cs.MS↗

arXiv2026

Numerical methods for optimal decumulation of a defined contribution pension plan

The decumulation of a defined contribution (DC) pension plan is well known to be one of the hardest problems in finance. We model this decumulation challenge as an optimal stochastic control problem. The control problem is solved, at each rebalancing date, by alternatively solving a linear partial-integro differential equation (PIDE) followed by an optimization step. We solve the PIDE by using a $\delta$-monotone Fourier method, which ensures that monotonicity holds to $O(\delta)$. We allow for the use of leverage (i.e. borrowing to invest in stocks), as well as minimum constraints on bond holdings. We pay particular attention to minimizing wrap-around error, an issue which is endemic for Fourier methods and central to the effective use of these methods for optimal control problems. Rather unexpectedly, we find that restricting the portfolio equity fraction to a maximum of 50\% does not reduce portfolio efficiency noticeably. This may be a useful strategy for risk-averse retirees.

cs.CE↗

arXiv2026

Computing bases in Hermite normal form of lattices of integer relations

Given a full column rank $M \in \Z^{\ell \times m}$ and an $F \in \Z^{n \times m}$ we present an algorithm to compute the $n \times n$ basis in Hermite form of the integer lattice comprised of all rows $p \in \Z^{1 \times n}$ such that $pF \in \Z^{1 \times m}$ is in the integer lattice generated by the rows of $M$. The algorithm is randomized of the Las Vegas type, that is, it can fail with probability at most $1/2$, but if fail is not returned it guarantees to produce the correct result. When $M$ is square and $F=I_m$, then the computed basis is the Hermite normal form of $M$, and the algorithm uses about the same number of bit operations as required to multiply together two matrices of the same dimension and size of entries as $M$.

cs.DS↗

arXiv2023

Faster real root decision algorithm for symmetric polynomials

In this paper, we consider the problem of deciding the existence of real solutions to a system of polynomial equations having real coefficients, and which are invariant under the action of the symmetric group. We construct and analyze a Monte Carlo probabilistic algorithm which solves this problem, under some regularity assumptions on the input, by taking advantage of the symmetry invariance property. The complexity of our algorithm is polynomial in $d^s, {{n+d} \choose d}$, and ${{n} \choose {s+1}}$, where $n$ is the number of variables and $d$ is the maximal degree of $s$ input polynomials defining the real algebraic set under study. In particular, this complexity is polynomial in $n$ when $d$ and $s$ are fixed and is equal to $n^{O(1)}2^n$ when $d=n$.

cs.SC↗

arXiv2022

A cubic algorithm for computing the Hermite normal form of a nonsingular integer matrix

A Las Vegas randomized algorithm is given to compute the Hermite normal form of a nonsingular integer matrix $A$ of dimension $n$. The algorithm uses quadratic integer multiplication and cubic matrix multiplication and has running time bounded by $O(n^3 (\log n + \log ||A||)^2(\log n)^2)$ bit operations, where $||A||= \max_{ij} |A_{ij}|$ denotes the largest entry of $A$ in absolute value. A variant of the algorithm that uses pseudo-linear integer multiplication is given that has running time $(n^3 \log ||A||)^{1+o(1)}$ bit operations, where the exponent $"+o(1)"$ captures additional factors $c_1 (\log n)^{c_2} (\log \log ||A||)^{c_3}$ for positive real constants $c_1,c_2,c_3$.

cs.DS↗

arXiv2022

Rank-Sensitive Computation of the Rank Profile of a Polynomial Matrix

Consider a matrix $\mathbf{F} \in \mathbb{K}[x]^{m \times n}$ of univariate polynomials over a field $\mathbb{K}$. We study the problem of computing the column rank profile of $\mathbf{F}$. To this end we first give an algorithm which improves the minimal kernel basis algorithm of Zhou, Labahn, and Storjohann (Proceedings ISSAC 2012). We then provide a second algorithm which computes the column rank profile of $\mathbf{F}$ with a rank-sensitive complexity of $O\tilde{~}(r^{\omega-2} n (m+D))$ operations in $\mathbb{K}$. Here, $D$ is the sum of row degrees of $\mathbf{F}$, $\omega$ is the exponent of matrix multiplication, and $O\tilde{~}(\cdot)$ hides logarithmic factors.

cs.SC↗

arXiv2022

Bohemian Matrix Geometry

A Bohemian matrix family is a set of matrices all of whose entries are drawn from a fixed, usually discrete and hence bounded, subset of a field of characteristic zero. Originally these were integers -- hence the name, from the acronym BOunded HEight Matrix of Integers (BOHEMI) -- but other kinds of entries are also interesting. Some kinds of questions about Bohemian matrices can be answered by numerical computation, but sometimes exact computation is better. In this paper we explore some Bohemian families (symmetric, upper Hessenberg, or Toeplitz) computationally, and answer some open questions posed about the distributions of eigenvalue densities.

cs.SC↗

arXiv2021

A fast algorithm for computing the Smith normal form with multipliers for a nonsingular integer matrix

A Las Vegas randomized algorithm is given to compute the Smith multipliers for a nonsingular integer matrix $A$, that is, unimodular matrices $U$ and $V$ such that $AV=US$, with $S$ the Smith normal form of $A$. The expected running time of the algorithm is about the same as required to multiply together two matrices of the same dimension and size of entries as $A$. Explicit bounds are given for the size of the entries in both unimodular multipliers. The main tool used by the algorithm is the Smith massager, a relaxed version of $V$, the unimodular matrix specifying the column operations of the Smith computation. From the perspective of efficiency, the main tools used are fast linear solving and partial linearization of integer matrices. As an application of the Smith with multipliers algorithm, a fast algorithm is given to find the fractional part of the inverse of the input matrix.

cs.SC↗

arXiv2020

Homotopy techniques for solving sparse column support determinantal polynomial systems

Let $\mathbf{K}$ be a field of characteristic zero with $\overline{\mathbf{K}}$ its algebraic closure. Given a sequence of polynomials $\mathbf{g} = (g_1, \ldots, g_s) \in \mathbf{K}[x_1, \ldots , x_n]^s$ and a polynomial matrix $\mathbf{F} = [f_{i,j}] \in \mathbf{K}[x_1, \ldots, x_n]^{p \times q}$, with $p \leq q$, we are interested in determining the isolated points of $V_p(\mathbf{F},\mathbf{g})$, the algebraic set of points in $\overline{\mathbf{K}}$ at which all polynomials in $\mathbf{g}$ and all $p$-minors of $\mathbf{F}$ vanish, under the assumption $n = q - p + s + 1$. Such polynomial systems arise in a variety of applications including for example polynomial optimization and computational geometry. We design a randomized sparse homotopy algorithm for computing the isolated points in $V_p(\mathbf{F},\mathbf{g})$ which takes advantage of the determinantal structure of the system defining $V_p(\mathbf{F}, \mathbf{g})$. Its complexity is polynomial in the maximum number of isolated solutions to such systems sharing the same sparsity pattern and in some combinatorial quantities attached to the structure of such systems. It is the first algorithm which takes advantage both on the determinantal structure and sparsity of input polynomials. We also derive complexity bounds for the particular but important case where $\mathbf{g}$ and the columns of $\mathbf{F}$ satisfy weighted degree constraints. Such systems arise naturally in the computation of critical points of maps restricted to algebraic sets when both are invariant by the action of the symmetric group.

cs.SC↗

arXiv2020

Computing critical points for invariant algebraic systems

Let $\mathbf{K}$ be a field and $\phi$, $\mathbf{f} = (f_1, \ldots, f_s)$ in $\mathbf{K}[x_1, \dots, x_n]$ be multivariate polynomials (with $s < n$) invariant under the action of $\mathcal{S}_n$, the group of permutations of $\{1, \dots, n\}$. We consider the problem of computing the points at which $\mathbf{f}$ vanish and the Jacobian matrix associated to $\mathbf{f}, \phi$ is rank deficient provided that this set is finite. We exploit the invariance properties of the input to split the solution space according to the orbits of $\mathcal{S}_n$. This allows us to design an algorithm which gives a triangular description of the solution space and which runs in time polynomial in $d^s$, ${{n+d}\choose{d}}$ and $\binom{n}{s+1}$ where $d$ is the maximum degree of the input polynomials. When $d,s$ are fixed, this is polynomial in $n$ while when $s$ is fixed and $d \simeq n$ this yields an exponential speed-up with respect to the usual polynomial system solving algorithms.

cs.SC↗

arXiv2020

Efficient q-Integer Linear Decomposition of Multivariate Polynomials

We present two new algorithms for the computation of the q-integer linear decomposition of a multivariate polynomial. Such a decomposition is essential for the treatment of q-hypergeometric symbolic summation via creative telescoping and for describing the q-counterpart of Ore-Sato theory. Both of our algorithms require only basic integer and polynomial arithmetic and work for any unique factorization domain containing the ring of integers. Complete complexity analyses are conducted for both our algorithms and two previous algorithms in the case of multivariate integer polynomials, showing that our algorithms have better theoretical performances. A Maple implementation is also included which suggests that our algorithms are also much faster in practice than previous algorithms.

cs.SC↗

arXiv2019

Efficient Rational Creative Telescoping

We present a new algorithm to compute minimal telescopers for rational functions in two discrete variables. As with recent reduction-based approaches, our algorithm has the important feature that the computation of a telescoper is independent of its certificate. In addition, our algorithm uses a compact representation of the certificate, which allows it to be easily manipulated and analyzed without knowing the precise expanded form. This representation hides potential expression swell until the final (and optional) expansion, which can be accomplished in time polynomial in the size of the expanded certificate. A complexity analysis, along with a Maple implementation, indicates that our algorithm has better theoretical and practical performance than the reduction-based approach in the rational case.

cs.SC↗

arXiv2019

Constructing minimal telescopers for rational functions in three discrete variables

We present a new algorithm for constructing minimal telescopers for rational functions in three discrete variables. This is the first discrete reduction-based algorithm that goes beyond the bivariate case. The termination of the algorithm is guaranteed by a known existence criterion of telescopers. Our approach has the important feature that it avoids the potentially costly computation of certificates. Computational experiments are also provided so as to illustrate the efficiency of our approach.

cs.SC↗

arXiv2018

Computing Nearby Non-trivial Smith Forms

We consider the problem of computing the nearest matrix polynomial with a non-trivial Smith Normal Form. We show that computing the Smith form of a matrix polynomial is amenable to numeric computation as an optimization problem. Furthermore, we describe an effective optimization technique to find a nearby matrix polynomial with a non-trivial Smith form. The results are then generalized to include the computation of a matrix polynomial having a maximum specified number of ones in the Smith Form (i.e., with a maximum specified McCoy rank). We discuss the geometry and existence of solutions and how our results can be used for an error analysis. We develop an optimization-based approach and demonstrate an iterative numerical method for computing a nearby matrix polynomial with the desired spectral properties. We also describe an implementation of our algorithms and demonstrate the robustness with examples in Maple.

cs.SC↗

arXiv2017

Computing Lower Rank Approximations of Matrix Polynomials

Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest matrix polynomial that is algebraically singular with a prescribed lower bound on the dimension given in a previous paper by the authors. In this paper we prove that such lower rank matrices at minimal distance always exist, satisfy regularity conditions, and are all isolated and surrounded by a basin of attraction of non-minimal solutions. In addition, we present an iterative algorithm which, on given input sufficiently close to a rank-at-most matrix, produces that matrix. The algorithm is efficient and is proven to converge quadratically given a sufficiently good starting point. An implementation demonstrates the effectiveness and numerical robustness of our algorithm in practice.

cs.SC↗

arXiv2017

$\epsilon$-Monotone Fourier Methods for Optimal Stochastic Control in Finance

Stochastic control problems in finance often involve complex controls at discrete times. As a result numerically solving such problems, for example using methods based on partial differential or integro-differential equations, inevitably give rise to low order accuracy, usually at most second order. In many cases one can make use of Fourier methods to efficiently advance solutions between control monitoring dates and then apply numerical optimization methods across decision times. However Fourier methods are not monotone and as a result give rise to possible violations of arbitrage inequalities. This is problematic in the context of control problems, where the control is determined by comparing value functions. In this paper we give a preprocessing step for Fourier methods which involves projecting the Green's function onto the set of linear basis functions. The resulting algorithm is guaranteed to be monotone (to within a tolerance), $\ell_\infty$-stable and satisfies an $\epsilon$-discrete comparison principle. In addition the algorithm has the same complexity per step as a standard Fourier method while at the same time having second order accuracy for smooth problems.

q-fin.CP↗

arXiv2017

Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs). No convergence proofs were given therein. This work closes the gap by giving rigorous proofs of convergence. We do so by introducing the notion of nonlocal consistency and appealing to a Barles-Souganidis type analysis. Our results rely only on a well-known comparison principle and are independent of the specific form of the intervention operator.

math.NA↗

arXiv2016

Fast, deterministic computation of the Hermite normal form and determinant of a polynomial matrix

Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use $\widetilde{\mathcal{O}}(n^\omega \lceil s \rceil)$ operations in $\mathbb{K}$, where $s$ is bounded from above by both the average of the degrees of the rows and that of the columns of the matrix and $\omega$ is the exponent of matrix multiplication. The soft-$O$ notation indicates that logarithmic factors in the big-$O$ are omitted while the ceiling function indicates that the cost is $\widetilde{\mathcal{O}}(n^\omega)$ when $s = o(1)$. Our algorithms are based on a fast and deterministic triangularization method for computing the diagonal entries of the Hermite form of a nonsingular matrix.

cs.SC↗