Improving the numerical stability of fast matrix multiplication

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been considered primarily of theoretical interest. Apart from Strassen's original algorithm, few fast algorithms have been efficiently implemented or used in practical applications. However, there exist many practical alternatives to Strassen's algorithm with varying performance and numerical properties. Fast algorithms are known to be numerically stable, but because their error bounds are slightly weaker than the classical algorithm, they are not used even in cases where they provide a performance benefit. We argue in this paper that the numerical sacrifice of fast algorithms, particularly for the typical use cases of practical algorithms, is not prohibitive, and we explore ways to improve the accuracy both theoretically and empirically. The numerical accuracy of fast matrix multiplication depends on properties of the algorithm and of the input matrices, and we consider both contributions independently. We generalize and tighten previous error analyses of fast algorithms and compare their properties. We discuss algorithmic techniques for improving the error guarantees from two perspectives: manipulating the algorithms, and reducing input anomalies by various forms of diagonal scaling. Finally, we benchmark performance and demonstrate our improved numerical accuracy

If the Current Clique Algorithms are Optimal, so is Valiant's Parser

The CFG recognition problem is: given a context-free grammar $\mathcal{G}$ and a string $w$ of length $n$, decide if $w$ can be obtained from $\mathcal{G}$. This is the most basic parsing question and is a core computer science problem. Valiant's parser from 1975 solves the problem in $O(n^{\omega})$ time, where $\omega<2.373$ is the matrix multiplication exponent. Dozens of parsing algorithms have been proposed over the years, yet Valiant's upper bound remains unbeaten. The best combinatorial algorithms have mildly subcubic $O(n^3/\log^3{n})$ complexity. Lee (JACM'01) provided evidence that fast matrix multiplication is needed for CFG parsing, and that very efficient and practical algorithms might be hard or even impossible to obtain. Lee showed that any algorithm for a more general parsing problem with running time $O(|\mathcal{G}|\cdot n^{3-\varepsilon})$ can be converted into a surprising subcubic algorithm for Boolean Matrix Multiplication. Unfortunately, Lee's hardness result required that the grammar size be $|\mathcal{G}|=\Omega(n^6)$. Nothing was known for the more relevant case of constant size grammars. In this work, we prove that any improvement on Valiant's algorithm, even for constant size grammars, either in terms of runtime or by avoiding the inefficiencies of fast matrix multiplication, would imply a breakthrough algorithm for the $k$-Clique problem: given a graph on $n$ nodes, decide if there are $k$ that form a clique. Besides classifying the complexity of a fundamental problem, our reduction has led us to similar lower bounds for more modern and well-studied cubic time problems for which faster algorithms are highly desirable in practice: RNA Folding, a central problem in computational biology, and Dyck Language Edit Distance, answering an open question of Saha (FOCS'14)

Information Recovery from Pairwise Measurements

A variety of information processing tasks in practice involve recovering $n$ objects from single-shot graph-based measurements, particularly those taken over the edges of some measurement graph $\mathcal{G}$. This paper concerns the situation where each object takes value over a group of $M$ different values, and where one is interested to recover all these values based on observations of certain pairwise relations over $\mathcal{G}$. The imperfection of measurements presents two major challenges for information recovery: 1) $\textit{inaccuracy}$: a (dominant) portion $1-p$ of measurements are corrupted; 2) $\textit{incompleteness}$: a significant fraction of pairs are unobservable, i.e. $\mathcal{G}$ can be highly sparse. Under a natural random outlier model, we characterize the $\textit{minimax recovery rate}$, that is, the critical threshold of non-corruption rate $p$ below which exact information recovery is infeasible. This accommodates a very general class of pairwise relations. For various homogeneous random graph models (e.g. Erdos Renyi random graphs, random geometric graphs, small world graphs), the minimax recovery rate depends almost exclusively on the edge sparsity of the measurement graph $\mathcal{G}$ irrespective of other graphical metrics. This fundamental limit decays with the group size $M$ at a square root rate before entering a connectivity-limited regime. Under the Erdos Renyi random graph, a tractable combinatorial algorithm is proposed to approach the limit for large $M$ ($M=n^{\Omega(1)}$), while order-optimal recovery is enabled by semidefinite programs in the small $M$ regime. The extended (and most updated) version of this work can be found at (http://arxiv.org/abs/1504.01369).Comment: This version is no longer updated -- please find the latest version at (arXiv:1504.01369