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Random spectrahedra

Breiding, P.
•
Kozhasov, K.
•
Lerario, A.
2019
  • journal article

Periodico
SIAM JOURNAL ON OPTIMIZATION
Abstract
Spectrahedra are affine-linear sections of the cone Pn of positive semidefinite symmetric n × n-matrices. We consider random spectrahedra that are obtained by intersecting Pn with the affine-linear space 1 + V , where 1 is the identity matrix and V is an `-dimensional linear space that is chosen from the unique orthogonally invariant probability measure on the Grassmanian of `-planes in the space of n × n real symmetric matrices (endowed with the Frobenius inner product). Motivated by applications, for ` = 3 we relate the average number Eσn of singular points on the boundary of a three-dimensional spectrahedron to the volume of the set of symmetric matrices whose two smallest eigenvalues coincide. In the case of quartic spectrahedra (n = 4) we show that Eσ4 = 6 − √43 . Moreover, we prove that the average number E ρn of singular points on the real variety of singular matrices in 1 + V is n(n − 1). This quantity is related to the volume of the variety of real symmetric matrices with repeated eigenvalues. Furthermore, we compute the asymptotics of the volume and the volume of the boundary of a random spectrahedron.
DOI
10.1137/18M1208812
WOS
WOS:000546996000009
Archivio
http://hdl.handle.net/20.500.11767/110533
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85076178957
https://arxiv.org/abs/1711.08253
Diritti
open access
Soggetti
  • Random matrice

  • Semidefinite programm...

  • Spectrahedra

  • Settore MAT/03 - Geom...

Scopus© citazioni
1
Data di acquisizione
Jun 14, 2022
Vedi dettagli
Web of Science© citazioni
1
Data di acquisizione
Mar 10, 2024
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