Computing the Noncommutative Inner Rank by Means of Operator-Valued Free Probability Theory

Abstract

We address the noncommutative version of the Edmonds’ problem, which asks to determine the inner rank of a matrix in noncommuting variables. We provide an algorithm for the calculation of this inner rank by relating the problem with the distribution of a basic object in free probability theory, namely operator-valued semicircular elements. We have to solve a matrix-valued quadratic equation, for which we provide precise analytical and numerical control on the fixed point algorithm for solving the equation. Numerical examples show the efficiency of the algorithm.