A Quasi-Random Approach to Matrix Spectral Analysis

Abstract

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of Hermitian matrices. The result is a completely new, efficient and stable, parallel algorithm to compute an approximate spectral decomposition of any Hermitian matrix. The algorithm can be implemented by Boolean circuits in $O(\log^2 n)$ parallel time with a total cost of $O(n^{\omega+1})$ Boolean operations. This Boolean complexity matches the best known rigorous $O(\log^2 n)$ parallel time algorithms, but unlike those algorithms our algorithm is (logarithmically) stable, so further improvements may lead to practical implementations. All previous efficient and rigorous approaches to solve the Eigen-Problem use randomization to avoid bad condition as we do too. Our algorithm makes further use of randomization in a completely new way, taking random powers of a unitary matrix to randomize the phases of its eigenvalues. Proving that a tiny Gaussian perturbation and a random polynomial power are sufficient to ensure almost pairwise independence of the phases $(\mod (2\pi))$ is the main technical contribution of this work. This randomization enables us, given a Hermitian matrix with well separated eigenvalues, to sample a random eigenvalue and produce an approximate eigenvector in $O(\log^2 n)$ parallel time and $O(n^\omega)$ Boolean complexity. We conjecture that further improvements of our method can provide a stable solution to the full approximate spectral decomposition problem with complexity similar to the complexity (up to a logarithmic factor) of sampling a single eigenvector.Comment: Replacing previous version: parallel algorithm runs in total complexity $n^{\omega+1}$ and not $n^{\omega}$. However, the depth of the implementing circuit is $\log^2(n)$: hence comparable to fastest eigen-decomposition algorithms know