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Elliptic Curve Digital Signature Algorithm

Elliptic Curve Digital Signature Algorithm

Third lesson for the Bitcoin and Blockchain Technology course of Milano-Bicocca and Politecnico di Milano

www.ametrano.net/bbt/

Ferdinando M. Ametrano

March 08, 2019
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  1. Bitcoin and
    Blockchain Technology
    Elliptic Curve Digital Signature Algorithm
    v2019.04.03
    Comments, corrections, and questions: https://drive.google.com/open?id=1MZu_4zbI8khdYhbGJg9SwWkNA5x-Tb_W
    © 2019 Digital Gold Institute

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  2. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 2/69

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  3. Modular Arithmetic
    arithmetic for integers: numbers "wrap around" upon reaching the
    modulo value
    Example:
    ▪ 9+4 = 1 mod 12
    © 2019 Digital Gold Institute
    https://commons.wikimedia.org/wiki/File:Clock_group.svg
    3/69

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  4. Congruence and Remainders
    If 1
    ≡ 1
    mod and 2
    ≡ 2
    mod then
    ▪ 1
    + 2
    ≡ 1
    + 2
    (mod )
    ▪ 1
    − 2
    ≡ 1
    − 2
    (mod )
    ▪ 1
    2
    ≡ 1
    2
    (mod )
    ▪ mod b mod ≡ mod
    ▪ mod b mod mod = () mod
    © 2019 Digital Gold Institute 4/69

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  5. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 5/69

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  6. Group {F, +} (1/2)
    A group is a set F together with a binary operator + (also known as
    group law) with the following properties:
    ▪ Closure: for all a and b in F, a+b is also in F;
    ∀, ∈ , + ∈
    ▪ Identity: there exists a unique neutral element 0 in F, such
    that for every element a in F, the equation 0+a=a+0=a;
    ∃! 0, ∈ | 0 + = + 0 = , ∀ ∈
    ▪ Invertibility: for each a in F, there exists the inverse b in F,
    commonly denoted -a, such that a+b=b+a=0;
    ∀ ∈ , ∃ − | + (−) = (−) + = 0
    ▪ Associativity: for all a, b and c in F, (a+b)+c=a+(b+c);
    ∀, , ∈ , + + = + ( + )
    The number of elements in a group is the group order
    © 2019 Digital Gold Institute 6/69

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  7. Additive or Multiplicative Notation
    Neutral
    Element
    Inverse
    Additive
    Notation
    Zero Opposite
    Multiplicative
    Notation
    Identity Inverse
    © 2019 Digital Gold Institute 7/69

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  8. Group {F, +} (2/2)
    ▪ The set of all integer numbers under addition {ℤ, +} is an infinite
    order group
    ▪ The set of all integer numbers under multiplication {ℤ, ∙} is not a
    group (e.g. multiplicative inverse of 2 is not an integer)
    ▪ Τ
    ℤ ℤ : { 0, − 1 , +}, i.e. the set of integer numbers 0, − 1
    under addition modulo , is a group of order
    − 0 is the neutral element (also called zero)
    − The inverse of any element is − ,
    © 2019 Digital Gold Institute 8/69

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  9. Commutative Group {F, +}
    A group {F, +} is commutative if for all a and b in F, a+b = b+a
    ∀, ∈ , + = +
    ▪ The set of all integer numbers under addition {ℤ, +} is a
    commutative group
    ▪ For any modulo , Τ
    ℤ ℤ : { 0, − 1 , +} is a commutative group
    © 2019 Digital Gold Institute 9/69

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  10. Cyclic Group {F, +}
    A group {F, +} is cyclic if there is a generator element
    ∃ ∀ ∈ , ∃ = + ⋯ + ( )
    ▪ When the group order is prime, the group is cyclic: starting
    from any (non-zero) element and adding this element to itself
    successively, all elements of the set are recovered
    ▪ For any prime , Τ
    ℤ ℤ : { 0, − 1 , +} is a cyclic group; e.g. for
    = 7, { 0, 6 , +}:
    − starting from 3 the cycle is 3+3 %7=6; 6+3 %7=2; 2+3 %7=5; 5+3 %7=1;
    1+3 %7=4; 4+3 %7=0; 0+3 %7=3
    − starting from 2 the cycle is 2+2 %7=4; 4+2 %7=6; 6+2 %7=1; 1+2 %7=3;
    3+2 %7=5; 5+2 %7=0; 0+2 %7=2
    © 2019 Digital Gold Institute 10/69

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  11. Ring and Field {F, +, ∙}
    ▪ A ring is a commutative group with a second binary operator
    that is associative and with distributive properties making the
    two operators “compatible”
    ∀, , ∈ , + ∙ = ∙ + ∙
    ▪ A field is a ring such that the second operation, after throwing
    out the identity element of the first operation, satisfies all the
    commutative group properties
    ▪ Real numbers ℝ and rational numbers ℚ, with addition and
    multiplication, are fields of infinite order
    ▪ In a field you can add, subtract (i.e. add the additive opposite),
    multiply, and divide (i.e. multiply for the multiplicative inverse)
    © 2019 Digital Gold Institute 11/69

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  12. The Finite Field Fp = {[0, p−1], +, ∙}
    ▪ We already established that for any modulo , { 0, − 1 , +} is a
    commutative (cyclic) group
    ▪ For any prime number , { , − 1 , ∙} is also a commutative
    group
    − 1 is the identity element
    − For any element there exist its inverse , such that
    = 1 . It is crucial here that is prime

    = { 0, − 1 , +,∙} is a finite field
    © 2019 Digital Gold Institute 12/69

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  13. E.g.: The Finite Field F7
    {[0, 6], +} is a commutative group
    ▪ 4+3 %7 = 0 → 3 is the opposite of 4
    ▪ Subtraction must be interpreted as addition of the opposite
    2-4 %7 = 2+3 %7 = 5
    2-4 %7 =-2 %7 = 5
    {[1, 6], ∙} is a commutative group
    ▪ 4 ∙ 2 %7 = 1 → 2 is the inverse of 4
    ▪ Division must be interpreted as multiplication by the inverse
    5 ÷ 4 %7 = 5 ∙ 2 %7 = 3
    © 2019 Digital Gold Institute 13/69

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  14. Fermat’s Little Theorem
    When is prime, for each :
    −1 = 1
    e.g. in ([1, 6], ∙ ) with = 3, 36 = 1:
    3^2 %7 = 3*3 %7 = 2
    3^3 %7 = 2*3 %7 = 6
    3^4 %7 = 6*3 %7 = 4
    3^5 %7 = 4*3 %7 = 5
    3^6 %7 = 5*3 %7 = 1
    © 2019 Digital Gold Institute 14/69

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  15. Inverse Calculation
    ▪ So, it holds that the inverse of
    −1 = −1 ∙ 1 = −1 ∙ −1 = −2
    ▪ In Python
    a_inv = pow(a, p-2, p)
    © 2019 Digital Gold Institute 15/69

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  16. Square root concept
    E.g. in 7
    :
    ▪ 2*2 %7 = 4 → 2 is a (even) square root of 4
    ▪ 5*5 %7 = 4 → 5 is a (odd) square root of 4
    ▪ 5 = -2 %7 → odd root is similar to negative root for integers
    ▪ 2 + 5 = 7 → even root + odd root = p
    © 2019 Digital Gold Institute 16/69

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  17. The Finite Field F7
    © 2019 Digital Gold Institute
    opposite inverse odd sqrt even sqrt
    0 0 #N/A 0 0
    1 6 1 1 6
    2 5 4 3 4
    3 4 5 #N/A #N/A
    4 3 2 5 2
    5 2 3 #N/A #N/A
    6 1 6 #N/A #N/A
    17/69

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  18. Homework
    Calculate the table of opposites, inverses, and square roots for the
    finite fields 19
    and 23
    Use mod_inv and mod_sqrt from github.com/dginst/btclib/numbertheory.py
    or Excel/VBA from github.com/dginst/bbt/excel/FiniteFields.xlsm
    © 2019 Digital Gold Institute 18/69

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  19. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 19/69

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  20. Elliptic Curves over Real Numbers
    ▪ A formal definition would require algebraic geometry
    ▪ Defined by the Weierstrass equation:
    = + + , , ∈ ℝ
    ▪ The curve is non-singular if:
    ∆= −16 43 + 272 ≠ 0
    © 2019 Digital Gold Institute 20/69

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  21. Elliptic Curve = − +
    a = -7
    b = 10
    ±
    = ± 3 − 7 + 10
    Negative y roots are in red,
    positive ones in blue
    © 2019 Digital Gold Institute
    -5
    -4
    -3
    -2
    -1
    0
    1
    2
    3
    4
    5
    -5 -4 -3 -2 -1 0 1 2 3 4
    21/69

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  22. Point Addition P+Q=R
    © 2019 Digital Gold Institute
    https://cdn.rawgit.com/andreacorbellini/ecc/920b29a/interactive/reals-add.html
    22/69

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  23. Point Doubling Q+Q=R
    © 2019 Digital Gold Institute
    https://cdn.rawgit.com/andreacorbellini/ecc/920b29a/interactive/reals-add.html
    23/69

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  24. Algebraic Formulae
    Point Addition P+Q=R

    = −

    2



    = −




    Point Doubling Q+Q=R

    = 3
    2+
    2
    2
    − 2

    = 3
    2+
    2


    − 2
    © 2019 Digital Gold Institute 24/69

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  25. Infinity Point
    (aka Group Identity or Neutral Element)
    Adding two points with the same
    x-coordinate (y-coordinates
    being the positive/negative
    roots of the same 3 + + )
    “shoots” at the infinity point ∞
    Doubling the point (x, 0) also
    shoots at ∞
    ∞ is the group neutral element:
    ▪ zero in additive notation
    ▪ identity in multiplicative
    notation
    © 2019 Digital Gold Institute
    https://en.wikipedia.org/wiki/Elliptic_curve#/media/File:ECClines.svg
    25/69

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  26. Opposite of Point Q
    The infinity point is providing the opposite formula:
    + = 0 → = −
    = (,
    ) and − = (, −
    ) have the same coordinate.
    Therefore, their coordinates are the positive/negative roots of:
    ±
    = ± 3 + +
    So

    = −
    and − = , −
    For every , in the group, , − is also in the group
    © 2019 Digital Gold Institute 26/69

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  27. Compressed Point Representation
    = ,
    For every , given 2 = 3 + + , two roots are possible:
    ±
    = ± 3 + +
    plus one single bit ෤

    = 0/1 is enough to describe the point:
    = (, ෤

    )
    © 2019 Digital Gold Institute 27/69

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  28. Elliptic Curve Commutative Group
    ▪ With the addition operation, the points of an elliptic curve
    (augmented with ∞) are a commutative group
    ▪ The ∞ point is the neutral element, implicitly defining the
    opposite concept
    ▪ Arbitrarily named addition: it is simply the group law, and it
    could have been called multiplication instead
    − In multiplicative notation doubling would have been called
    squaring
    © 2019 Digital Gold Institute 28/69

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  29. Point Multiplication =
    ▪ Point multiplication = ( ∈ ℕ) is a convenient notation for
    the repeated application of addition
    = + ⋯ + ( )
    ▪ Elliptic curve multiplication is not a binary operation on the set
    of curve points: it does not combine two points!
    ▪ Addition is the only elliptic curve group binary operation
    © 2019 Digital Gold Institute 29/69

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  30. Double and Add Algorithm
    = 947 = 20 + 21 + 24 + 25 + 27 + 28 + 2 9 doublings
    = 947 = 1 + 2 + 16 + 32 + 128 + 256 + 512 6 additions
    9 doublings for the powers of two and 6 additions: polynomial in
    the number of bits representing m.
    Point multiplication
    947 = + 2 + 16 + 32 + 128 + 256 + 512 6 point additions
    9 doublings for the powers of two and 6 point additions: much
    better than 946 point additions!
    © 2019 Digital Gold Institute
    https://en.wikipedia.org/wiki/Elliptic_curve_point_multiplication
    30/69

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  31. Discrete Logarithm Problem (DLP)
    A One Way Function
    For any ∈ ℕ, double&add provides an efficient computation of:
    =
    To infer from {, } is computationally unfeasible
    ▪ In additive notation, it is easy to “multiply” = , but difficult
    to “divide” = Τ

    ▪ It is called logarithm problem because in multiplicative notation
    it would have been = , so =

    © 2019 Digital Gold Institute 31/69

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  32. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 32/69

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  33. Elliptic Curves Over Fp
    For cryptographic use, we consider the curve not over ℝ, but over
    a finite field
    :
    2 = 3 + +
    where 43 + 272 ≠ 0
    , , , ∈
    © 2019 Digital Gold Institute 33/69

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  34. y2=x3−7x+10 over F263
    Symmetric with respect
    to = Τ
    2 = 131.5
    © 2019 Digital Gold Institute 34/69

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  35. ▪ Geometric interpretation (line
    drawing) for sum still holds
    ▪ Adding same-x points shoots
    at infinity
    y2=x3−7x+10 over F263
    © 2019 Digital Gold Institute 35/69
    https://cdn.rawgit.com/andreacorbellini/ecc/920b29a/interactive/modk-add.html

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  36. Opposite of Point Q
    + = 0 → = −
    = (,
    ) and − = (, −
    ) have the same coordinate.
    Therefore, the coordinates are the modulo even/odd roots of:
    ,
    = 3 + +
    ,
    So

    = −
    and − = (, −
    )
    For every , in the group, , − is also in the group
    © 2019 Digital Gold Institute 36/69

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  37. SEC Compressed Point Representation
    = (, )
    ▪ Uncompressed = , representation is
    For every , two roots are possible:
    ▪ Even root, compressed = , representation is
    ▪ Odd root, compressed = , representation is
    e.g. for y2= x3−7x+10 over F263
    (118, 192): 118 192 or 118
    (118, 71): 118 71 or 118
    © 2019 Digital Gold Institute
    http://www.secg.org/sec1-v2.pdf
    37/69

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  38. Breaking Opposite Point Symmetry
    The symmetry between opposite points (same x-coordinate) can
    be resolved with alternative discrimination criteria for the y-
    coordinate:
    1. odd / even
    2. high / low
    The product of two numbers is a quadratic residue, i.e. does have
    square roots, when either both or none of its factors are quadratic
    residues. For prime, = 3 mod 4, the number −1 is not a quadratic
    residue mod . As such, if −1 ∙ is a quadratic residue mod then
    is not and vice versa. This provide the additional criterium:
    3. (when = 3 mod 4) quadratic residue / not a quadratic residue
    © 2019 Digital Gold Institute 38/69

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  39. Hasse Theorem
    Note that the EC group order = #
    and the
    finite field’s
    prime are different numbers.
    Hasse theorem shows that:
    + 1 − 2 ≤ ≤ + 1 + 2
    e.g. for 263
    , = 263
    231 ≤ ≤ 296
    y2= x3−7x+10 over F263
    ▪ 280 points: 279 affine points plus ∞
    ▪ Odd number of affine points: = , 0 must be in the group,
    = −, 2 = ∞
    © 2019 Digital Gold Institute 39/69

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  40. Elliptic Curves Over a Finite Field Fp
    ▪ The points on an elliptic curve over a finite field
    can have
    cyclic subgroups
    ▪ Starting from a point its associated cyclic subgroup can be
    explored
    ▪ If the subgroup has order , then = 0
    e.g. y2=x3−7x+10 over F263
    ▪ = (3,4) defines a subgroup of order 280
    ▪ = 66,233 = 2 ∙ (3,4) subgroup of order 140
    ▪ = 251,101 = 14 ∙ (3,4) subgroup of order 20
    © 2019 Digital Gold Institute 40/69

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  41. 0
    50
    100
    150
    200
    250
    0 50 100 150 200 250
    y2=x3−7x+10 over F263
    © 2019 Digital Gold Institute
    20 (19 plus ∞) points subgroup
    generated by G=(251,101)
    41/69

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  42. Prime Order for Elliptic Curves Over Fp
    ▪ If the EC group order is a prime we have a cyclic group with
    no subgroups
    ▪ Any point is a generator: adding successively, all the points
    in the group are recovered
    © 2019 Digital Gold Institute 42/69

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  43. y2=x3+6x+9 over F263
    ▪ Symmetric with respect
    to = Τ
    2 = 131.5
    ▪ 269 points: 268 affine
    points plus ∞
    ▪ Even number of affine
    points: = , 0 is not
    in the group
    ▪ Group order = 269 is
    prime: no subgroups
    © 2019 Digital Gold Institute 43/69
    0
    50
    100
    150
    200
    250
    300
    0 50 100 150 200 250 300

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  44. Bitcoin Curve: Koblitz Curve secp256k1
    ▪ SEC: Standards for Efficient Cryptography
    ▪ p256: number of bits in the prime field

    is defined by
    p = 2^256 - 2^32 - 2^9 - 2^8 - 2^7 - 2^6 - 2^4 – 1
    p = 2^256 - 2^32 - 997
    p = FFFFFFFF FFFFFFFF FFFFFFFF FFFFFFFF FFFFFFFF FFFFFFFF FFFFFFFE FFFFFC2F
    ▪ The elliptic curve defined over
    is 2 = 3 + 7
    ▪ The generation point G =
    04
    79BE667E F9DCBBAC 55A06295 CE870B07 029BFCDB 2DCE28D9 59F2815B 16F81798
    483ADA77 26A3C465 5DA4FBFC 0E1108A8 FD17B448 A6855419 9C47D08F FB10D4B8
    ▪ The order of G is prime:
    n = FFFFFFFF FFFFFFFF FFFFFFFF FFFFFFFE BAAEDCE6 AF48A03B BFD25E8C D0364141
    © 2019 Digital Gold Institute
    SECG, SEC 2: Recommended Elliptic Curve Domain Parameters, http://www.secg.org/sec2-v2.pdf
    https://en.bitcoin.it/wiki/Secp256k1
    44/69

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  45. Homework
    ▪ 2 = 3 + 2 + 2 over 17
    − List all its points
    − It does not have subgroups, why?
    ▪ 2 = 3 + 4 + 20 over 29
    − List all its points
    − What is the order of the group with generator (8,10)?
    Check https://github.com/dginst/btclib/tests/ec.py
    and/or https://github.com/dginst/bbt/excel/EC*.xlsm
    © 2019 Digital Gold Institute 45/69

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  46. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 46/69

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  47. Asymmetric Cryptography: Different Families
    private key → one-way function → public key
    Different key generation algorithms are based on their own
    distinguishing one-way function:
    ▪ Integer factorization (1977), based on the difficulty of factoring
    large integers (e.g. RSA)
    ▪ Discrete Logarithm (1976), based on the intractability of the
    discrete logarithm problem on finite cyclic groups (e.g. Diffie
    and Hellman)
    ▪ Elliptic Curve (1985), based on the difficulty of computing the
    generalized logarithm problem on an elliptic curve (e.g. Bitcoin)
    © 2019 Digital Gold Institute 47/69

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  48. Elliptic Curve Public/private Key
    ▪ A Public Key is one point on the elliptic curve
    ▪ A private key is the number ∈ [1, − 1] of additive steps from
    the generator point to arrive at point
    =
    ▪ → easy (double and add)
    → hard (discrete logarithm problem)
    ▪ In multiplicative notation would be called secret exponent
    =
    © 2019 Digital Gold Institute
    https://en.wikipedia.org/wiki/Elliptic_curve_cryptography
    48/69

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  49. Number of Bitcoin Private Keys
    ▪ The order of elliptic curves can be determined in polynomial
    time
    ▪ secp256k1 has 115 792 089 237 316 195 423 570 985 008 687
    907 852 837 564 279 074 904 382 605 163 141 518 161 494
    336 ≈ 10⁷⁷ points (i.e. private/public key pairs)
    ▪ The observable universe contains 10⁸⁰ atoms
    ▪ Try to find keys with associated bitcoins at
    https://keys.lol/bitcoin
    Beware: better not to look for your keys…
    © 2019 Digital Gold Institute 49/69

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  50. Break Elliptic Curve Cryptography
    The best known algorithms to break the EC discrete logarithm
    problem take steps proportional to 2 where is the number of
    bits of the key
    ▪ secp256k1 uses 256bit keys: 2128 steps are needed to break it
    ▪ An EC computation takes 1 million CPU cycles. A 3GHz CPU is
    able to process 211.55 EC computations per second
    ▪ A CPU can break the EC in 2116.45 seconds, or about 291.54 years,
    i.e. about 3,599,861,590,422,752,583,114,293,248 years
    ▪ Throwing a million CPUs at the problem would reduce the time
    by a million, leaving it at 3,599,861,590,422,752,583,114
    years, roughly 260,859,535,537 times the age of the universe
    © 2019 Digital Gold Institute 50/69

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  51. Key Size At Comparable Security Levels
    © 2019 Digital Gold Institute
    Security Levels (bits)
    Symmetric 80 128 192 256
    RSA / DH 1024 3072 7680 15360
    ECC 160 256 384 512
    51/69

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  52. Quantum Computing Resistance
    ▪ Hash functions and symmetric cryptography are resistant to
    quantum computing (key size doubling is enough). Asymmetric
    cryptography is not
    https://en.wikipedia.org/wiki/Grover%27s_algorithm
    https://en.wikipedia.org/wiki/Shor%27s_algorithm
    ▪ Real quantum computers are still distant in the future
    ▪ Quantum computing will impact on the security of financial
    system and nuclear weapon, not just bitcoin
    ▪ Quantum resistant cryptography is being developed
    https://en.wikipedia.org/wiki/Post-quantum_cryptography
    © 2019 Digital Gold Institute 52/69

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  53. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 53/69

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  54. Digital Signature Protocol
    ▪ Public-key algorithm + digital signature scheme
    ▪ Message is only authenticated, not encrypted
    Source: Pedro Franco, “Understanding Bitcoin”, Wiley
    © 2019 Digital Gold Institute 54/69

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  55. Digital Signature Scheme
    1. KeyGeneration(entropy) → {q, Q}
    Usually KeyGeneration(entropy) → q, as q→Q is easy
    2. Sign(msg, q) → signature
    3. Verify(msg, Q, signature) → True/False
    ▪ The signed message has not been altered (integrity)
    ▪ Only someone with the private key q can create a valid
    signature (authentication)
    ▪ The signer cannot deny the message signature (non-
    repudiation)
    ▪ Everyone can verify using the public key Q
    © 2019 Digital Gold Institute 55/69

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  56. Signing the Message Digest
    ▪ Problem: signature generation/verification is quite slow:
    message length can be a problem
    ▪ Solution: sign the hash digest of the message
    ℎ = ℎℎ ,
    whose length is independent from the message’s size
    ▪ This can also provides message confidentiality
    ▪ If the can take only few values (e.g. {tail, head}), it can be
    concealed using secret salt :
    sign ℎ = ℎℎ || , later reveal both and
    © 2019 Digital Gold Institute 56/69

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  57. Digital Signature Process
    © 2019 Digital Gold Institute
    Message
    Hash Function
    Message Digest
    Signature
    Generation
    Private Key
    Public Key
    Signature
    Message
    Hash Function
    Message Digest
    Signature
    Verification
    Valid/Invalid
    Signature Generation Signature Verification
    57/69

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  58. Digital Signature Algorithms
    ▪ RSA, the most widely used
    ▪ ElGamal signature. It has little use being computationally
    intensive and having large signature
    ▪ Schnorr signature: simplest scheme, the best one. Signing and
    verification are computationally efficient, signature is small.
    Limited usage because of US Patent 4,995,082 which finally
    expired in 2008
    ▪ Digital Signature Algorithm (DSA), quicker and smaller than
    RSA, designed to circumvent the Schnorr patent
    © 2019 Digital Gold Institute 58/69

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  59. Table of Contents
    1. Modular Arithmetic
    2. Algebra of Sets: Finite Field
    3. Elliptic Curves over Real Numbers
    4. Elliptic Curve over
    5. Asymmetric Cryptography on Elliptic Curves
    6. Digital Signature Protocol
    7. Elliptic Curve Digital Signature Algorithm
    © 2019 Digital Gold Institute 59/69

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  60. EC DSA: Sign Message
    1. Choose a nonce as secret ephemeral key
    0 < <
    2. = (
    ,
    ) =
    Point symmetry is usually resolved requiring
    to be odd, low, or quadratic residue; if not ← −.
    Bitcoin canonical 'low-s' encoding require (step 3) to be low.
    1. =
    mod
    2. = ℎ mod = ℎℎ mod
    3. = + −1 mod
    If = 0 or = 0 (extremely unlikely), then restart with a different
    The signature is (, ).
    must be secret: else = − −1mod
    © 2019 Digital Gold Institute 60/69

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  61. EC DSA: Verify Signature
    Steps for the verification of (, ):
    1. = ℎ mod = ℎℎ mod
    2. = −1 mod
    3. = mod
    4. = mod
    5. , = +
    6. The signature is valid if = mod
    Roughly equivalent to:
    =
    +
    Unfortunately, −1 is unavoidable because cannot be recovered from =

    mod
    © 2019 Digital Gold Institute 61/69

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  62. EC DSA: Correctness Proof
    =
    mod if = +
    1. = + from public key definition
    2. = +
    from signature verification [3] and [4]
    3. = +
    −1 from signature verification [2]
    4. = +
    +
    −1 from signature generation [5]
    5. =
    © 2019 Digital Gold Institute 62/69

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  63. Ephemeral Key Used for Signing
    Reusing for different messages signed by the same
    = + −1 mod
    2
    = 2
    + −1 mod
    reveals both and :
    = Τ
    − 2
    − 2
    mod
    = − −1mod
    Sony PS3 hack: http://www.bbc.com/news/technology-12116051,
    Bitcoin Android Wallet 2013 hack: https://bitcoin.org/en/alert/2013-08-11-android
    Even slight biases in the generation of can reveal , after enough signatures
    must be a nonce, used only once per private key .
    Even better: avoid randomness at all and use instead a
    deterministic for each ℎ with salting (see RFC6979)
    = ℎℎ || mod
    © 2019 Digital Gold Institute 63/69

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  64. EC DSA: Signature Malleability
    If (, ) is a valid signature, i.e. = mod
    then also (, − ) is a valid signature
    − =
    =
    +
    bitcoin canonical 'low-s' encoding solves this issue
    © 2019 Digital Gold Institute 64/69

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  65. EC DSA: Public Key Recovery
    From the signature verification step 3, two implied public keys can
    be recovered:
    /
    = −1 (, /
    ) −
    © 2019 Digital Gold Institute 65/69

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  66. EC DSA: Signature Forgery Attack
    An attacker can generate a -valid signature for a random
    message digest ℎ computed from a random signature (, )
    1. Pick , at will
    2. = +
    3. =
    mod
    4. = −1 mod
    5. ℎ = =
    Anyway, the attacker cannot control the semantics of the preimage
    message : a signature is relevant only for its , not ℎ
    © 2019 Digital Gold Institute 66/69

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  67. Homework
    ▪ Calculate the Public key(s) from this valid DSA signature:
    # message m1 and its DSA signature {r, s}
    msg = "Paolo is afraid of ephemeral random numbers"
    r = 0xb94483fc4da2d9dd5de1b0999c38ac364c9d60bafe7c5151dade0c1b78cfcbf3
    S = 0x894ab8b28fd3400784aba4305b14d5afa5c623a6679ba9683c5ac2799b6edc6e
    ▪ A second DSA signature is computed in error using the same
    ephemeral key. Calculate the private key:
    # another message m2 and its DSA signature {r, s2}
    msg2 = "and Paolo is right to be afraid"
    r = 0xb94483fc4da2d9dd5de1b0999c38ac364c9d60bafe7c5151dade0c1b78cfcbf3
    s2 = 0x6f721ed1e10c4d41f52f7b5e5c1ed3f5359892695ea8410ccbc0a04038c12756
    © 2019 Digital Gold Institute
    See https://github.com/dginst/btclib/ec.py and https://github.com/dginst/btclib/dsa.py
    and/or https://colab.research.google.com/drive/1IxL0ecWxAI9lRXYdAXhDdg5BzsCW4MHd
    and/or see https://github.com/dginst/bbt/py-scripts/dsa_example.py (requires an installed btclib)
    67/69

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  68. Bibliography
    ▪ Christof Paar and Jan Pelzl, “Understanding Cryptography”, Springer,
    chapter 8, 9, 10
    ▪ Pedro Franco, “Understanding Bitcoin”, Wiley, chapter 5
    ▪ Andreas Antonopoulos, “Mastering Bitcoin” 2nd edition, O'Reilly,
    chapter 4 (https://github.com/bitcoinbook/bitcoinbook)
    ▪ A. Narayanan et al., “Bitcoin and Cryptocurrencies Technologies”,
    Princeton, chapter 1
    ▪ Standards for Efficient Cryptography (SEC), (http://www.secg.org/)
    − Elliptic Curve Cryptography, (http://www.secg.org/sec1-v2.pdf)
    − Recommended Elliptic Curve Domain Parameters
    (http://www.secg.org/sec2-v2.pdf)
    ▪ NIST, Digital Signature Standard,
    (http://nvlpubs.nist.gov/nistpubs/FIPS/NIST.FIPS.186-4.pdf)
    © 2019 Digital Gold Institute 68/69

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  69. Takeaways
    ▪ Elliptic curve multiplication = is the one-way function
    converting private key → public key
    − One way is easy because of doble and add
    − Reverse way is a hard discrete logarithm problem
    ▪ Digital signatures provide message integrity, authentication, and
    nonrepudiation
    ▪ Bitcoin’s transactions are signed using DSA
    ▪ DSA is malleable, susceptible to signature forgery
    ▪ Schnorr is technically superior: it has not been used so far
    because of patent
    ▪ Never reuse ephemeral key in signature
    © 2019 Digital Gold Institute 69/69

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  70. Ferdinando M. Ametrano
    [email protected]
    Paolo Mazzocchi
    [email protected]
    www.github.com/dginst
    www.facebook.com/DigitalGoldInstitute
    www.twitter.com/DigitalGoldInst
    www.dgi.org/feed.xml
    [email protected]
    www.dgi.io
    www.linkedin.com/company/digital-gold-institute
    "Scarcity in the Digital Realm"

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  71. Annex
    1. EC Computations
    2. Schnorr
    © 2019 Digital Gold Institute 71/69

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  72. Double and Add Algorithm
    def mult(m, Q):
    if m == 0 or Q.y == 0: # Infinity point in affine coordinates
    return 1, 0 # return Infinity point
    if m % 2 == 1: # addition when m is odd
    return add(Q, mult(m - 1, Q))
    else: # doubling when m is even
    return mult(m//2, add(Q, Q))
    Easy… but recursive functions are not optimal…
    © 2019 Digital Gold Institute 72/69

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  73. Double and Add Algorithm
    def mult(m, Q):
    if m == 0 or Q.y == 0: # Infinity point in affine coordinates
    return 1, 0 # return Infinity point
    R = 1, 0 # initialize as infinity point
    while m > 0: # use binary representation of m
    if m & 1: # if least significant bit is 1
    R = add(R, Q) # then add current Q
    m = m >> 1 # remove the bit just accounted for
    Q = add(Q, Q) # double Q for next step
    return R
    © 2019 Digital Gold Institute 73/69

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  74. Annex
    1. EC Computations
    2. Schnorr
    © 2019 Digital Gold Institute 74/69

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  75. Schnorr Identification Protocol
    ▪ A prover proves to a verifier the knowledge of the discrete
    logarithm of Q without revealing q
    ▪ Proof in zero knowledge: the verifier learns nothing about q
    from the proof (except the fact that the prover knows q)
    A Zero-Knowledge Proof (ZKP) requires 3 properties:
    1. Completeness: the proof convinces a honest verifier
    2. Zero-knowledgeness: the proof does not leak information, i.e.
    verifier can fake transcript
    3. Soundness: a proof can only be produced by a prover who
    knows the private key, i.e. the prover can fake knowledge only
    with negligible probability
    © 2019 Digital Gold Institute 75/69

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  76. ▪ K
    ▪ Choose random c▪ s (aka solution)
    ▪ K = sG+cQ
    Zero Knowledge Proof of Discrete Logarithm
    Prover
    ▪ Q = qG
    ▪ Choose random k▪ kG = K
    ▪ c (aka challenge)
    ▪ s = k-c*q
    Verifier
    © 2019 Digital Gold Institute 76/69
    kG = K = sG+cQ = sG+cqG = (s+cq)G
    kG = (s+cq)G
    k = s+cq

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  77. ▪ {K, s}; c = hash(K)
    ▪ K = sG+cQ
    Non-interactive Proof of Discrete Logarithm
    Schnorr Identification Protocol
    Prover
    ▪ Q = qG
    ▪ Choose random k▪ kG = K
    ▪ c = hash(K)
    ▪ s = k-c*q
    Verifier
    © 2019 Digital Gold Institute 77/69
    kG = K = sG+cQ = sG+cqG = (s+cq)G
    kG = (s+cq)G
    k = s+cq

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  78. ▪ {K, s}; c = hash(K||msg)
    ▪ K = sG+cQ
    Non-interactive Proof of Discrete Logarithm
    Schnorr Signature Algorithm
    Prover
    ▪ Q = qG
    ▪ Choose random k▪ kG = K
    ▪ c = hash(K||msg)
    ▪ s = k-c*q
    Verifier
    © 2019 Digital Gold Institute 78/69
    kG = K = sG+cQ = sG+cqG = (s+cq)G
    kG = (s+cq)G
    k = s+cq

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  79. ▪ {K, s}; c = hash(Q||K||msg)
    ▪ K = sG+cQ
    Non-interactive Proof of Discrete Logarithm
    Schnorr Signature Algorithm
    Prover
    ▪ Q = qG
    ▪ Choose random k▪ kG = K
    ▪ c = hash(Q||K||msg)
    ▪ s = k-c*q
    Verifier
    © 2019 Digital Gold Institute 79/69
    kG = K = sG+cQ = sG+cqG = (s+cq)G
    kG = (s+cq)G
    k = s+cq

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  80. EC Schnorr SA: Generation
    0. ℎ = ℎℎ()
    1. Choose a nonce as secret ephemeral key
    0 < <
    2. = (
    ,
    ) =
    Point symmetry is usually resolved requiring
    to be odd, low, or quadratic residue; if not ← −.
    In the bitcoin case
    must be a quadratic residue
    1. = ℎℎ
    ||||ℎ mod
    2. = − mod
    The ℎ signature is (, ), encodable as
    , when the
    simmetry is someway fixed.
    must be secret: else = − −1 mod
    © 2019 Digital Gold Institute 80/69

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  81. EC Schnorr SA: Verification
    Steps for the verification of (
    , ):
    1. = ℎℎ
    ||||ℎ mod
    2. The signature is valid if − =

    © 2019 Digital Gold Institute 81/69

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  82. EC Schnorr SA: Correctness Proof
    ▪ = −
    ▪ − = −
    ▪ − = −
    ▪ − = −
    © 2019 Digital Gold Institute 82/69

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  83. Schnorr SA Properties
    ▪ If the discrete logarithm problem is hard, in the random oracle
    model there is a proof that Schnorr signature cannot be forged
    ▪ Intuitively, signature forgery attack is impossible because
    = ℎℎ
    ||||ℎ mod ,
    differently from DSA where = ℎ = ℎℎ mod
    ▪ There is no way to malleate the signature, as is fully specified
    (no y-coordinate ambiguity)
    ▪ Signature verification does not use modular inverse: fast
    ▪ Many {, ℎ, (
    , )} can be efficiently batch verified at once
    ▪ Signature verification is linear → additive signature: sum of
    signatures on the same ℎ is equivalent to single signature
    with sum of keys
    ▪ Easier multi-sig and threshold schemes
    © 2019 Digital Gold Institute 83/69

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  84. Ephemeral Key Used for Signing
    For Schnorr too, reusing for different messages signed by the
    same reveals both and :
    1
    = − 1
    mod
    2
    = − 2
    mod
    = 1
    − 2
    2
    − 1
    −1 mod
    Even slight biases in the generation of can reveal , after enough signatures
    must be a nonce, used only once per private key .
    Even better: avoid randomness at all and use instead a
    deterministic for each ℎ with salting (see RFC6979)
    = ℎℎ ||ℎ mod
    © 2019 Digital Gold Institute 84/69

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  85. Extra Homework
    Two Schnorr signatures are computed in error using the same
    ephemeral key. Calculate the private key:
    # 32-bytes message h1 and its SSA signature {K.x, s1}
    h1 = 0x9788fd27b3aafd1bd1591a1158ce2d8bdc37ab4040dddb64e64d17616e69ce2b
    r = 0x968cc26ddaeadb4a7c573a9f391cf78b955816b0b86a6700ae19a8ae19dc31cf
    s1 = 0x69c2022c2e1170b9b1ce9d4ccb6271e579800aa4d955ecf7ea183fb620e48322
    # another 32-bytes message h2 and its SSA signature {K.x, s2}
    h2 = 0x7adb91982ec03ef87efcae7f0199aefa231d8855e0bd03319460e58c0bd18049
    r = 0x968cc26ddaeadb4a7c573a9f391cf78b955816b0b86a6700ae19a8ae19dc31cf
    s2 = 0x52d9f94c2538ae4c2ee3fd23e34a3603d10652aef1f2ec5ee4327ec4ea532b6e
    © 2019 Digital Gold Institute
    See https://github.com/dginst/btclib/ec.py and https://github.com/dginst/btclib/ssa.py
    and/or see https://github.com/dginst/bbt/py-scripts/ssa_example.py (requires an installed btclib)
    85/69

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  86. Bibliography
    ▪ BIP-Schnorr (Bitcoin Schnorr signature standardization)
    https://github.com/sipa/bips/blob/bip-schnorr/bip-
    schnorr.mediawiki
    © 2019 Digital Gold Institute 86/69

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