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Definite Determinantal Representations via Orthostochastic Matrices

2017/08/31 by Dey, Papri
#15A75 #15B10 #15B51 #90C22 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1708.09559

Abstract

Determinantal polynomials play a crucial role in semidefinite programming problems. Helton-Vinnikov proved that real zero (RZ) bivariate polynomials are determinantal. However, it leads to a challenging problem to compute such a determinantal representation. We provide a necessary and sufficient condition for the existence of definite determinantal representation of a bivariate polynomial by identifying its coefficients as scalar products of two vectors where the scalar products are defined by orthostochastic matrices. This alternative condition enables us to develop a method to compute a monic symmetric/Hermitian determinantal representations for a bivariate polynomial of degree d. In addition, we propose a computational relaxation to the determinantal problem which turns into a problem of expressing the vector of coefficients of the given polynomial as convex combinations of some specified points. We also characterize the range set of vector coefficients of a certain type of determinantal bivariate polynomials.

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