在近mlog1/2n的时间内求解SDD线性系统

Michael B. Cohen, Rasmus Kyng, G. Miller, J. Pachocki, Richard Peng, Anup B. Rao, S. Xu
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引用次数: 185

摘要

我们给出了一种求解具有m个非零项的对称对角占优(SDD)线性系统的算法,在O(m log1/2 n logc n log(1/ε))时间内的相对误差为ε。我们的方法遵循递归预处理框架,旨在使用迭代方法将图简化为树。我们改进了该框架的两个关键组成部分:随机采样和树嵌入。这两种组件都用于各种其他算法,我们的方法也扩展到计算电流的对偶问题。结果表明,随机抽样构造的预调节器在不满足迭代方法标准要求的情况下也能很好地工作。在图设置中,这导致在期望中具有最优行为的超稀疏化器。改进的运行时间使得原有的低拉伸嵌入算法成为该框架的运行时间瓶颈。在我们的分析中,我们放宽了这些嵌入到雪花空间的要求。然后,我们获得了在雪花空间中构建最优嵌入的两步方法算法,该算法运行时间为O(m log log n)。该算法也很容易并行化。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Solving SDD linear systems in nearly mlog1/2n time
We show an algorithm for solving symmetric diagonally dominant (SDD) linear systems with m non-zero entries to a relative error of ε in O(m log1/2 n logc n log(1/ε)) time. Our approach follows the recursive preconditioning framework, which aims to reduce graphs to trees using iterative methods. We improve two key components of this framework: random sampling and tree embeddings. Both of these components are used in a variety of other algorithms, and our approach also extends to the dual problem of computing electrical flows. We show that preconditioners constructed by random sampling can perform well without meeting the standard requirements of iterative methods. In the graph setting, this leads to ultra-sparsifiers that have optimal behavior in expectation. The improved running time makes previous low stretch embedding algorithms the running time bottleneck in this framework. In our analysis, we relax the requirement of these embeddings to snowflake spaces. We then obtain a two-pass approach algorithm for constructing optimal embeddings in snowflake spaces that runs in O(m log log n) time. This algorithm is also readily parallelizable.
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