Find the maximum determinant for each size Toeplitz matrix

Question

For a fixed n, consider the n by n Toeplitz matrices with entries which are either 0 or 1. The aim is to find maximum determinant over all such Toeplitz matrices.

Task

For each n from 1 upwards, output the maximum determinant over all n by n Toeplitz matrices with entries which are either 0 or 1. There should be one output per n which should have the maximum determinant and also an example matrix that reaches it.

Score

Your score is the largest n your code gets to in 2 minutes on my computer. To clarify a little, your code can run for 2 minutes in total, this is not 2 minutes per n.

Tie breaker

If two entries get the same n score then the winning entry will be the one that gets to the highest n in the shortest time on my machine. If the two best entries are equal on this criterion too then the winner will be the answer submitted first.

Languages and libraries

You can use any freely available language and libraries you like. I must be able to run your code so please include a full explanation for how to run/compile your code in linux if at all possible.

My Machine The timings will be run on my machine. This is a standard ubuntu install on an AMD FX-8350 Eight-Core Processor. This also means I need to be able to run your code.

Small answers

For n = 1..10 the outputs should be 1,1,2,3,5,9,32,56,125,315

This sequence is not in OEIS and so the winning entry also gets to propose a new entry there.

Entries so far

• n=10 n=11 by Vioz in Python
• n=9 by Tyilo in C
• n=12 by Legendre in J
• n=10 by Tensibai in R
• n=14 by SteelRaven in C++
• n=14 by RetoKoradi in C++

Answer 1

C++ with pthreads

This gets to n=14 in just under 1 minute on my machine. But since that's just a 2-core laptop, I hope that the 8-core test machine can finish n=15 in under 2 minutes. It takes about 4:20 minutes on my machine.

I was really hoping to come up with something more efficient. There has got to be a way to calculate the determinate of a binary matrix more efficiently. I wanted to come up with some kind of dynamic programming approach that counts the +1 and -1 terms in the determinant calculation. But it just hasn't quite come together so far.

Since the bounty is about to expire, I implemented the standard brute force approach:

• Loop over all possible Toeplitz matrices.
• Skip one of the two in each transposed matrix pair. Since the matrix is described by bitmask values, this is simple to do by skipping all values where the reverse of the bitmask is smaller than the bitmask itself.
• The determinate is calculated with a text book LR decomposition. Except for some minor performance tuning, the main improvement I made to the algorithm from my college numerical methods book is that I use a simpler pivot strategy.
• Parallelization is done with pthreads. Just using regular spacing for the values processed by each thread caused very bad load balancing, so I introduced some swizzling.

I tested this on Mac OS, but I used similar code on Ubuntu before, so I hope this will compile and run without a hitch:

1. Save the code in a file with a .cpp extension, e.g. optim.cpp.
2. Compile with gcc -Ofast optim.cpp -lpthread -lstdc++.
3. Run with time ./a.out 14 8. The first argument is the maximum n. 14 should finish in under 2 minutes for sure, but it would be great if you could try 15 as well. The second argument is the number of threads. Using the same value as the number of cores of the machine is normally a good start, but trying some variations could potentially improve the times.

Let me know if you have any problems building or running the code.

#include <stdint.h>
#include <pthread.h>
#include <cstdlib>
#include <iostream>

static int NMax = 14;
static int ThreadCount = 4;

static pthread_mutex_t ThreadMutex;
static pthread_cond_t ThreadCond;
static int BarrierCount = 0;

static float* MaxDetA;
static uint32_t* MaxDescrA;

static inline float absVal(float val)
{
    return val < 0.0f ? -val : val;
}

static uint32_t reverse(int n, uint32_t descr)
{
    uint32_t descrRev = 0;
    for (int iBit = 0; iBit < 2 * n - 1; ++iBit)
    {
        descrRev <<= 1;
        descrRev |= descr & 1;
        descr >>= 1;
    }

    return descrRev;
}

static void buildMat(int n, float mat[], uint32_t descr)
{
    int iDiag;
    for (iDiag = 1 - n; iDiag < 0; ++iDiag)
    {
        float val = static_cast<float>(descr & 1);
        descr >>= 1;
        for (int iRow = 0; iRow < n + iDiag; ++iRow)
        {
            mat[iRow * (n + 1) - iDiag] = val;
        }
    }

    for ( ; iDiag < n; ++iDiag)
    {
        float val = static_cast<float>(descr & 1);
        descr >>= 1;
        for (int iCol = 0; iCol < n - iDiag; ++iCol)
        {
            mat[iCol * (n + 1) + iDiag * n] = val;
        }
    }
}

static float determinant(int n, float mat[])
{
    float det = 1.0f;
    for (int k = 0; k < n - 1; ++k)
    {
        float maxVal = 0.0f;
        int pk = 0;
        for (int i = k; i < n; ++i)
        {
            float q = absVal(mat[i * n + k]);
            if (q > maxVal)
            {
                maxVal = q;
                pk = i;
            }
        }

        if (pk != k)
        {
            det = -det;
            for (int j = 0; j < n; ++j)
            {
                float t = mat[k * n + j];
                mat[k * n + j] = mat[pk * n + j];
                mat[pk * n + j] = t;
            }
        }

        float s = mat[k * n + k];
        det *= s;

        s = 1.0f / s;
        for (int i = k + 1; i < n; ++i)
        {
            mat[i * n + k] *= s;
            for (int j = k + 1; j < n; ++j)
            {
                mat[i * n + j] -= mat[i * n + k] * mat[k * n + j];
            }
        }
    }

    det *= mat[n * n - 1];

    return det;
}

static void threadBarrier()
{
    pthread_mutex_lock(&ThreadMutex);

    ++BarrierCount;
    if (BarrierCount <= ThreadCount)
    {
        pthread_cond_wait(&ThreadCond, &ThreadMutex);
    }
    else
    {
        pthread_cond_broadcast(&ThreadCond);
        BarrierCount = 0;
    }

    pthread_mutex_unlock(&ThreadMutex);
}

static void* threadFunc(void* pData)
{
    int* pThreadIdx = static_cast<int*>(pData);
    int threadIdx = *pThreadIdx;

    float* mat = new float[NMax * NMax];

    for (int n = 1; n <= NMax; ++n)
    {
        uint32_t descrRange(1u << (2 * n - 1));
        float maxDet = 0.0f;
        uint32_t maxDescr = 0;

        uint32_t descrInc = threadIdx;
        for (uint32_t descrBase = 0;
             descrBase + descrInc < descrRange;
             descrBase += ThreadCount)
        {
            uint32_t descr = descrBase + descrInc;
            descrInc = (descrInc + 1) % ThreadCount;

            if (reverse(n, descr) > descr)
            {
                continue;
            }

            buildMat(n, mat, descr);
            float det = determinant(n, mat);
            if (det > maxDet)
            {
                maxDet = det;
                maxDescr = descr;
            }
        }

        MaxDetA[threadIdx] = maxDet;
        MaxDescrA[threadIdx] = maxDescr;

        threadBarrier();
        // Let main thread output results.
        threadBarrier();
    }

    delete[] mat;

    return 0;
}

static void printMat(int n, float mat[])
{
    for (int iRow = 0; iRow < n; ++iRow)
    {
        for (int iCol = 0; iCol < n; ++iCol)
        {
            std::cout << " " << mat[iRow * n + iCol];
        }
        std::cout << std::endl;
    }

    std::cout << std::endl;
}

int main(int argc, char* argv[])
{
    if (argc > 1)
    {
        NMax = atoi(argv[1]);
        if (NMax > 16)
        {
            NMax = 16;
        }
    }

    if (argc > 2)
    {
        ThreadCount = atoi(argv[2]);
    }

    MaxDetA = new float[ThreadCount];
    MaxDescrA = new uint32_t[ThreadCount];

    pthread_mutex_init(&ThreadMutex, 0);
    pthread_cond_init(&ThreadCond, 0);

    int* threadIdxA = new int[ThreadCount];
    pthread_t* threadA = new pthread_t[ThreadCount];

    for (int iThread = 0; iThread < ThreadCount; ++iThread)
    {
        threadIdxA[iThread] = iThread;
        pthread_create(threadA + iThread, 0, threadFunc, threadIdxA + iThread);
    }

    float* mat = new float[NMax * NMax];

    for (int n = 1; n <= NMax; ++n)
    {
        threadBarrier();

        float maxDet = 0.0f;
        uint32_t maxDescr = 0;

        for (int iThread = 0; iThread < ThreadCount; ++iThread)
        {
            if (MaxDetA[iThread] > maxDet)
            {
                maxDet = MaxDetA[iThread];
                maxDescr = MaxDescrA[iThread];
            }
        }

        std::cout << "n = " << n << " det = " << maxDet << std::endl;
        buildMat(n, mat, maxDescr);
        printMat(n, mat);

        threadBarrier();
    }

    delete[] mat;

    delete[] MaxDetA;
    delete[] MaxDescrA;

    delete[] threadIdxA;
    delete[] threadA;

    return 0;
}

Answer 2

J

Update: Improved code to search over half the values. Now calculates n=12 comfortably within 120 seconds (down from 217s to 60s).

You will need the latest version of J installed.

#!/usr/bin/jconsole

dim =: -:@>:@#
take =: i.@dim
rotstack =: |."0 1~ take
toep =: (dim (|."1 @: {."1) rotstack)"1
det =: -/ . * @: toep
ps =: 3 : ',/(0 1 ,"0 1/ ,.y)'
canonical =: #. >: [: #. |. " 1

lss =: 3 : 0
  shape =. (2^y), y
  shape $ ,>{;/(y,2)$0 1
)

ls =: (canonical@:lss) # lss
ans =: >./ @: det @: ls @: <: @: +:

display =: 3 : 0
echo 'n = ';y;'the answer is';ans y
)
display"0 (1 + i.13)
exit''

---

Run this and kill when two minutes are up. My results (MBP 2014 - 16GB of RAM):

┌────┬─┬─────────────┬─┐
│n = │1│the answer is│1│
└────┴─┴─────────────┴─┘
┌────┬─┬─────────────┬─┐
│n = │2│the answer is│1│
└────┴─┴─────────────┴─┘
┌────┬─┬─────────────┬─┐
│n = │3│the answer is│2│
└────┴─┴─────────────┴─┘
┌────┬─┬─────────────┬─┐
│n = │4│the answer is│3│
└────┴─┴─────────────┴─┘
┌────┬─┬─────────────┬─┐
│n = │5│the answer is│5│
└────┴─┴─────────────┴─┘
┌────┬─┬─────────────┬─┐
│n = │6│the answer is│9│
└────┴─┴─────────────┴─┘
┌────┬─┬─────────────┬──┐
│n = │7│the answer is│32│
└────┴─┴─────────────┴──┘
┌────┬─┬─────────────┬──┐
│n = │8│the answer is│56│
└────┴─┴─────────────┴──┘
┌────┬─┬─────────────┬───┐
│n = │9│the answer is│125│
└────┴─┴─────────────┴───┘
┌────┬──┬─────────────┬───┐
│n = │10│the answer is│315│
└────┴──┴─────────────┴───┘
┌────┬──┬─────────────┬────┐
│n = │11│the answer is│1458│
└────┴──┴─────────────┴────┘
┌────┬──┬─────────────┬────┐
│n = │12│the answer is│2673│
└────┴──┴─────────────┴────┘

Total run time = 61.83s.

---

Just for fun

┌────┬──┬─────────────┬────┐
│n = │13│the answer is│8118│
└────┴──┴─────────────┴────┘

This took approximately 210 seconds on its own.

Answer 3

Python 2

This is a very straightforward solution, and probably won't win the contest. But hey, it works!

I'll give a quick overview of what exactly is happening.

1. I first generate every possible starting row for n. For example, when n=2, this will generate an array length 2ⁿ⁺¹, where each row is length 2n-1. It would look like this: [[0,0,0],[0,0,1],[0,1,0],[0,1,1],[1,0,0],[1,0,1],[1,1,0],[1,1,1]].
2. Then, for each of those possible starting rows, I rotate it n times and slice off the first n items to generate the appropriate matrix, and use scipy to calculate the determinant, all while keeping track of the maximum value. At the end of this, I simply print out the maximum, increment n by 1, and keep going until 10 minutes has passed.

To run this, you will need scipy installed.

Edit 1: Changed how initial rows were built by using itertools.product instead, thanks Sp3000!

Edit 2: Removed storage of possible starting rows for a minimal improvement in speed.

Edit 3: Changed to scipy to have more control over how det worked.

from scipy import linalg
from collections import deque
from time import time
from itertools import product

c=1
t=time()
while 1:
    m=0
    for d in product(range(2),repeat=2*c-1):
        a=deque(d)
        l=[d[0:c]]
        for x in xrange(c-1):
            a.rotate(1)
            l+=[list(a)[0:c]]
        m=max(m,linalg.det(l,overwrite_a=True,check_finite=False))
    print m,'in',time()-t,'s'
    c+=1

Here's some sample output on my home machine (i7-4510U, 8GB RAM):

1.0 in 0.0460000038147 s
1.0 in 0.0520000457764 s
2.0 in 0.0579998493195 s
3.0 in 0.0659999847412 s
5.0 in 0.0829999446869 s
9.0 in 0.134999990463 s
32.0 in 0.362999916077 s
56.0 in 1.28399991989 s
125.0 in 5.34999990463 s
315.0 in 27.6089999676 s
1458.0 in 117.513000011 s

Answer 4

C++

Bruteforce with use of OpenMP for parallelization and simple optimization to avoid evaluation of determinant for transposed matrices.

$ lscpu
...
Model name:            Intel(R) Core(TM) i5-2410M CPU @ 2.30GHz
...
$ g++ -O2 toepl.cpp -fopenmp
$ timeout 2m ./a.out 
1 1
2 1
3 2
4 3
5 5
6 9
7 32
8 56
9 125
10 315
11 1458
12 2673
13 8118
14 22386

#include <cmath>

#include <algorithm>
#include <iostream>
#include <vector>

using namespace std;

void updateReverses(vector < int > & reverses) {
  int reversesCnt = reverses.size();
  for(int i = 0; i < reversesCnt; ++i){
    reverses[i] <<= 1;
    reverses.push_back(reverses[i] | 1);
  }
}

const double eps = 1e-9;

double determinant(vector < vector < double > > & matrix) {
  int n = matrix.size();
  double det = 1;
  if(n == 1) return matrix[0][0];
  for(int i = 0; i < n; ++i){
    int p = i;
    for(int j = i + 1; j < n; ++j)
      if(fabs(matrix[j][i]) > fabs(matrix[p][i]))
        p = j;
    if(fabs(matrix[p][i]) < eps)
      return 0;
    matrix[i].swap(matrix[p]);
    if(i != p) det *= -1;
    det *= matrix[i][i];
    matrix[i][i] = 1. / matrix[i][i];
    for(int j = i + 1; j < n; ++j)
      matrix[i][j] *= matrix[i][i];
    for(int j = i + 1; j < n; ++j){
      if(fabs(matrix[j][i]) < eps) continue;
      for(int k = i + 1; k < n; ++k)
        matrix[j][k] -= matrix[i][k] * matrix[j][i];
    }
  }
  return det;
}

int main() {
  vector < int > reverses(1, 0);
  reverses.reserve(1 << 30);
  updateReverses(reverses);
  for(int n = 1;; ++n){
    double res = 0;
    int topMask = 1 << (2 * n - 1);
    vector < vector < double > > matrix(n, vector < double > (n));
#pragma omp parallel for reduction(max:res) firstprivate(matrix) schedule(dynamic,1<<10)
    for(int mask = 0; mask < topMask; ++mask){
      if(mask < reverses[mask]) continue;
      for(int i = 0; i < n; ++i)
        for(int j = 0; j < n; ++j)
          matrix[i][j] = (mask >> (i - j + n - 1)) & 1;
      res = max(res, determinant(matrix));
    }
    cout << n << ' ' << res << endl;
    updateReverses(reverses);
    updateReverses(reverses);
  }
}

Answer 5

C

Compile with:

$ clang -Ofast 52851.c -o 52851

Run with:

$ ./52851

Can output the maximum determinant for n = 1..10 in ~115 seconds on my computer.

The program is just getting the determinant every possible binary Toeplitz matrix of size n, however every determinant of matrices of size 5x5 or smaller will be cached using memoization.

At first I wrongly assumed that every submatrix of a Toeplitz matrix will also be a Toeplitz matrix, so I only needed to memoize 2^(2n-1) values instead of 2^(n^2) for each n. I made the program before realizing my mistake, so this submission is just a fix of that program.

---

#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <limits.h>
#include <string.h>

#define ELEMENTS(x) (sizeof(x) / sizeof(*x))

int *dets[6];

void print_matrix(int n, int c) {
    for(int row = 0; row < n; row++) {
        for(int col = 0; col < n; col++) {
            int j = n - 1 - row + col;
            int val = !!(c & (1 << j));
            printf("%d ", val);
        }
        puts("");
    }
}

int det(int n, uint8_t *m) {
    if(n == 1) {
        return m[0];
    }

    int i = 0;

    if(n < ELEMENTS(dets)) {
        for(int j = 0; j < n * n; j++) {
            i *= 2;
            i += m[j];
        }

        int v = dets[n][i];
        if(v != INT_MIN) {
            return v;
        }
    }

    int v = 0;

    uint8_t *sub = malloc((n - 1) * (n - 1));

    for(int removed = 0; removed < n; removed++) {
        if(m[removed]) {
            uint8_t *p = sub;
            for(int row = 1; row < n; row++) {
                for(int col = 0; col < n; col++) {
                    if(col == removed) {
                        continue;
                    }

                    *p = m[col + row * n];

                    p++;
                }
            }

            v += (removed % 2 == 0? 1: -1) * det(n - 1, sub);
        }
    }

    free(sub);

    if(n < ELEMENTS(dets)) {
        dets[n][i] = v;
    }
    return v;
}

int main(void) {
    for(int i = 2; i < ELEMENTS(dets); i++) {
        int combinations = 1 << (i * i);
        dets[i] = malloc(combinations * sizeof(**dets));
        for(int j = 0; j < combinations; j++) {
            dets[i][j] = INT_MIN;
        }
    }

    puts("1: 1");

    for(int n = 2; n < 65; n++) {
        int vars = 2 * n - 1;
        size_t combinations = 1 << vars;

        int best = -1;
        int max = -1;

        uint8_t *sub = malloc((n - 1) * (n - 1));

        for(int c = 0; c < combinations; c++) {
            int d = 0;
            for(int i = 0; i < n; i++) {
                if(c & (1 << (n - 1 + i))) {
                    uint8_t *p = sub;
                    for(int row = 1; row < n; row++) {
                        for(int col = 0; col < n; col++) {
                            if(col == i) {
                                continue;
                            }

                            int j = n - 1 - row + col;
                            *p = !!(c & (1 << j));

                            p++;
                        }
                    }
                    d += (i % 2 == 0? 1: -1) * det(n - 1, sub);
                }
            }

            if(d > max) {
                max = d;
                best = c;
            }
        }

        free(sub);

        printf("%d: %d\n", n, max);
        //print_matrix(n, best);
    }

    return 0;
}

Answer 6

R

You'll have to install R and the packages listed with install.packages("package_name")

Didn't get under 2 mins on my machine with this version (I've to try with a parallel modification)

library(pracma)
library(stringr)
library(R.utils)
library(microbenchmark)

f <- function(n) {
  #If n is 1, return 1 to avoid code complexity on this special case
  if(n==1) { return(1) }
  # Generate matrices and get their determinants
  dets <- sapply(strsplit(intToBin( 0:(2^n - 1)), ""), function(x) {
              sapply( strsplit( intToBin( 0:(2^(n-1) - 1) ), ""), 
                    function(y) { 
                      det(Toeplitz(x,c(x[1],y))) 
                    })

              })
  #Get the maximum determinant and return it
  res <- max(abs(dets))
  return(res)
}

Call and output:

> sapply(1:10,f)
 [1]   1   1   2   3   5   9  32  56 125 315

Benchmark on my machine:

> microbenchmark(sapply(1:10,f),times=1L)
Unit: seconds
            expr      min       lq     mean   median       uq      max neval
 sapply(1:10, f) 66.35315 66.35315 66.35315 66.35315 66.35315 66.35315     1

For information, for a 1:11 range, it takes 285 seconds.

Answer 7

PARI/GP, n=11

This is brute force but taking advantage of det(A^T) = det(A). I'm only posting it to demonstrate how easy it is to skip transposes. The lowest bit of b1 holds the top left cell, and the other bits hold the rest of the top row. b2 holds the rest of the left column. We simply enforce b2 <= (b1>>1).

{ for(n=1,11,
    res=0;
    for(b1=0,2^n-1,
      for(b2=0,b1>>1,
        res=max(res,matdet(matrix(n,n,i,j,bittest(if(i>j,b2>>(i-j-1),b1>>(j-i)),0))));
      )
    );
    print(n" "res);
  )
}

Regarding computing Toeplitz determinants in O(n^2) time: In my limited research, I've kept running into a requirement that all leading principal minors must be nonzero in order for the algorithms to work, which is a major obstacle for this task. Feel free to give me pointers if you know more about this than I do.