Le jeudi 17 novembre 2016 21:15:11 UTC+1, Johan S. H. Rosenkilde a écrit :
>
> John Cremona writes: 
> > I once used the weak Popov form in a talk with Hendrik Lenstra in the 
> > audience and he was quite amused since it appeared to be (and I think 
> > he is right) much the same as his brother Arjen had written about in 
> > his (earlier!) thesis. 
>
> The algorithm in [1] by Arjen Lenstra is somewhat similar to what 
> Mulders and Storjohann's algorithm, but it is asymptotically slower. 
> The one you implemented in Sage is closer to Lenstra's algorithm (and 
> has its complexity) than it is to the one of M-S. 
>
> Mulders and Storjohann's algorith even predates the Lenstras: it was 
> (very loosely) outlined in 1980 in Kailath's legendary book. Arne 
> Storjohann himself seems slightly embarrassed that it now carries his 
> name; his article was just the first to really write it properly and 
> analyse it, and the article's intended contents were lots of stuff it 
> was used for. 
>
> Best, 
> Johan 
>
> [1] Lenstra, A.K. 1985. “Factoring Multivariate Polynomials over Finite 
> Fields.” Journal of Computer and System Sciences 30 (2): 235–248. 
>


Another description of such iterative algorithms for finding a reduced 
basis can be found in the section 2.5 of the book [Wolovich, Linear 
Multivariable Systems, 1974].
One might also argue that, the (weak) Popov form being a (non-reduced) 
Gröbner basis of the row space of the matrix (K[X]-module) for the TOP 
order,  these iterative algorithms are simplified versions of Buchberger's 
algorithm (~1975) in this univariate context.

Yet indeed Mulders and Storjohann were the first to give a detailed 
algorithm with a clear cost analysis, and with a good cost bound.

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