A nearly-m log n time solver for sdd linear systems

I Koutis, GL Miller, R Peng - 2011 IEEE 52nd Annual …, 2011 - ieeexplore.ieee.org
2011 IEEE 52nd Annual Symposium on Foundations of Computer Science, 2011ieeexplore.ieee.org
We present an improved algorithm for solving symmetrically diagonally dominant linear
systems. On input of an n× n symmetric diagonally dominant matrix A with m non-zero
entries and a vector b such that Ax̅= b for some (unknown) vector x̅, our algorithm
computes a vector x such that∥ x-x̅∥ A≤ ϵ∥ x̅∥ A 1 in time Õ (m log n log (1/ϵ)) 2. 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 …
We present an improved algorithm for solving symmetrically diagonally dominant linear systems. On input of an n×n symmetric diagonally dominant matrix A with m non-zero entries and a vector b such that Ax̅ = b for some (unknown) vector x̅, our algorithm computes a vector x such that ∥x-x̅∥A≤ϵ∥x̅∥A1 in time Õ (m log n log (1/ϵ))2. 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 Õ (m log n), a factor of O (log n) faster than the algorithm in [Abraham,Bartal,Neiman, FOCS 2008]. This speedup directly reflects on the construction time of the preconditioning chain.
ieeexplore.ieee.org
Showing the best result for this search. See all results