631 research outputs found
Simple parallel and distributed algorithms for spectral graph sparsification
We describe a simple algorithm for spectral graph sparsification, based on
iterative computations of weighted spanners and uniform sampling. Leveraging
the algorithms of Baswana and Sen for computing spanners, we obtain the first
distributed spectral sparsification algorithm. We also obtain a parallel
algorithm with improved work and time guarantees. Combining this algorithm with
the parallel framework of Peng and Spielman for solving symmetric diagonally
dominant linear systems, we get a parallel solver which is much closer to being
practical and significantly more efficient in terms of the total work.Comment: replaces "A simple parallel and distributed algorithm for spectral
sparsification". Minor change
A nearly-mlogn time solver for SDD linear systems
We present an improved algorithm for solving symmetrically diagonally
dominant linear systems. On input of an symmetric diagonally
dominant matrix with non-zero entries and a vector such that
for some (unknown) vector , our algorithm computes a
vector such that
{ denotes the A-norm} in time
The solver utilizes in a standard way a `preconditioning' chain of
progressively sparser graphs. To claim the faster running time we make a
two-fold improvement in the algorithm for constructing the chain. The new chain
exploits previously unknown properties of the graph sparsification algorithm
given in [Koutis,Miller,Peng, FOCS 2010], allowing for stronger preconditioning
properties. We also present an algorithm of independent interest that
constructs nearly-tight low-stretch spanning trees in time
, a factor of faster than the algorithm in
[Abraham,Bartal,Neiman, FOCS 2008]. This speedup directly reflects on the
construction time of the preconditioning chain.Comment: to appear in FOCS1
An Efficient Parallel Solver for SDD Linear Systems
We present the first parallel algorithm for solving systems of linear
equations in symmetric, diagonally dominant (SDD) matrices that runs in
polylogarithmic time and nearly-linear work. The heart of our algorithm is a
construction of a sparse approximate inverse chain for the input matrix: a
sequence of sparse matrices whose product approximates its inverse. Whereas
other fast algorithms for solving systems of equations in SDD matrices exploit
low-stretch spanning trees, our algorithm only requires spectral graph
sparsifiers
Matrix Scaling and Balancing via Box Constrained Newton's Method and Interior Point Methods
In this paper, we study matrix scaling and balancing, which are fundamental
problems in scientific computing, with a long line of work on them that dates
back to the 1960s. We provide algorithms for both these problems that, ignoring
logarithmic factors involving the dimension of the input matrix and the size of
its entries, both run in time where is the amount of error we are willing to
tolerate. Here, represents the ratio between the largest and the
smallest entries of the optimal scalings. This implies that our algorithms run
in nearly-linear time whenever is quasi-polynomial, which includes, in
particular, the case of strictly positive matrices. We complement our results
by providing a separate algorithm that uses an interior-point method and runs
in time .
In order to establish these results, we develop a new second-order
optimization framework that enables us to treat both problems in a unified and
principled manner. This framework identifies a certain generalization of linear
system solving that we can use to efficiently minimize a broad class of
functions, which we call second-order robust. We then show that in the context
of the specific functions capturing matrix scaling and balancing, we can
leverage and generalize the work on Laplacian system solving to make the
algorithms obtained via this framework very efficient.Comment: To appear in FOCS 201
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