Testing Positive Semidefiniteness Using Linear Measurements
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We study the problem of testing whether a symmetric d × d input matrix A is symmetric positive semidefinite (PSD), or is ϵ-far from the PSD cone, meaning that λ_min(A) ≤ - ϵA_p, where A_p is the Schatten-p norm of A. In applications one often needs to quickly tell if an input matrix is PSD, and a small distance from the PSD cone may be tolerable. We consider two well-studied query models for measuring efficiency, namely, the matrix-vector and vector-matrix-vector query models. We first consider one-sided testers, which are testers that correctly classify any PSD input, but may fail on a non-PSD input with a tiny failure probability. Up to logarithmic factors, in the matrix-vector query model we show a tight Θ(1/ϵ^p/(2p+1)) bound, while in the vector-matrix-vector query model we show a tight Θ(d^1-1/p/ϵ) bound, for every p ≥ 1. We also show a strong separation between one-sided and two-sided testers in the vector-matrix-vector model, where a two-sided tester can fail on both PSD and non-PSD inputs with a tiny failure probability. In particular, for the important case of the Frobenius norm, we show that any one-sided tester requires Ω(√(d)/ϵ) queries. However we introduce a bilinear sketch for two-sided testing from which we construct a Frobenius norm tester achieving the optimal O(1/ϵ^2) queries. We also give a number of additional separations between adaptive and non-adaptive testers. Our techniques have implications beyond testing, providing new methods to approximate the spectrum of a matrix with Frobenius norm error using dimensionality reduction in a way that preserves the signs of eigenvalues.
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