Gavin Harrison | Searcharxiv

arXiv2018

Probabilistic Analysis of Block Wiedemann for Leading Invariant Factors

We determine the probability, structure dependent, that the block Wiedemann algorithm correctly computes leading invariant factors. This leads to a tight lower bound for the probability, structure independent. We show, using block size slightly larger than $r$, that the leading $r$ invariant factors are computed correctly with high probability over any field. Moreover, an algorithm is provided to compute the probability bound for a given matrix size and thus to select the block size needed to obtain the desired probability. The worst case probability bound is improved, post hoc, by incorporating the partial information about the invariant factors.

cs.SC↗

arXiv2014

Probabilistic analysis of Wiedemann's algorithm for minimal polynomial computation

Blackbox algorithms for linear algebra problems start with projection of the sequence of powers of a matrix to a sequence of vectors (Lanczos), a sequence of scalars (Wiedemann) or a sequence of smaller matrices (block methods). Such algorithms usually depend on the minimal polynomial of the resulting sequence being that of the given matrix. Here exact formulas are given for the probability that this occurs. They are based on the generalized Jordan normal form (direct sum of companion matrices of the elementary divisors) of the matrix. Sharp bounds follow from this for matrices of unknown elementary divisors. The bounds are valid for all finite field sizes and show that a small blocking factor can give high probability of success for all cardinalities and matrix dimensions.

cs.SC↗