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Complexity estimates for two uncoupling algorithms

Published:26 June 2013Publication History

ABSTRACT

Uncoupling algorithms transform a linear differential system of first order into one or several scalar differential equations. We examine two approaches to uncoupling: the cyclic-vector method (CVM) and the Danilevski-Barkatou-Zürcher algorithm (DBZ). We give tight size bounds on the scalar equations produced by CVM, and design a fast variant of CVM whose complexity is quasi-optimal with respect to the output size. We exhibit a strong structural link between CVM and DBZ enabling to show that, in the generic case, DBZ has polynomial complexity and that it produces a single equation, strongly related to the output of CVM. We prove that algorithm CVM is faster than DBZ by almost two orders of magnitude, and provide experimental results that validate the theoretical complexity analyses.

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  1. Complexity estimates for two uncoupling algorithms

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    Reviews

    James Harold Davenport

    Uncoupling is the process of producing one (or several uncoupled) equivalent higher-order differential equation(s) from a matrix of first-order (coupled) differential equations Y = MY , where Y =( y 1, ... , y n) T is a (column) vector of unknown functions, and M is an n × n matrix of rational functions. Generically, one gets one n th order differential equation, but if M is diagonal, one would like to see as output a system of n uncoupled first-order equations. More generally, if M is gauge-similar to a block-diagonal matrix, one would like to see one equation per block. The authors consider the case where M is a matrix of rational functions in the independent variable. The authors let d be the degree of M , which they define as the maximum of the degree of the numerator and denominator. In fact this is a common denominator, so is in fact written as: and therefore has degree four as far as the authors are concerned. This is a relatively common convention in the field, but the authors could have made it more explicit. The two methods considered in the paper are the classic characteristic vector method (CVM) and the Danilevski-Barkatou-Zürcher algorithm (DBZ). Folklore says that CVM is very complicated, and a naive analysis of DBZ shows the complexity to be exponential in n . Hence, uncoupling methods have not received much attention in terms of complexity theory For CVM, one can either pick a starting vector at random (with a small probability of failure) or generate one that is guaranteed to succeed. The authors show that the output of CVM has size Θ( n 3d) (a result very well matched by their experiments), and give a new variant of the CVM algorithm whose running time is Θ( n θ+1d), where θ is the exponent of matrix multiplication. Hence, if θ were 2, this algorithm would be optimal, which the authors express by calling their algorithm quasi-optimal. For DBZ, the authors give the algorithm and the complexity analysis, which is naive because in fact there is substantial cancellation, analogous to Bareiss-Dodgson cancellation in fraction-free Gaussian elimination [1,2]. Rather than prove an equivalent theorem on the precise form of the intermediate results, however, the authors relate DBZ (generic case) to CVM, and hence can use the Θ( n 3d) result from above. The complexity of DBZ (generic case) is shown to be O ( n 5d ). In the nongeneric case, they conjecture that the complexity is worse than exponential, but they have not been able to find any examples demonstrating this. I agree with the authors that this careful analysis should help rehabilitate uncoupling as a technique. Online Computing Reviews Service

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    • Published in

      cover image ACM Conferences
      ISSAC '13: Proceedings of the 38th International Symposium on Symbolic and Algebraic Computation
      June 2013
      400 pages
      ISBN:9781450320597
      DOI:10.1145/2465506

      Copyright © 2013 ACM

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      Publication History

      • Published: 26 June 2013

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