A nearly-m log n time solver for sdd linear systems
2011 IEEE 52nd Annual Symposium on Foundations of Computer Science, 2011•ieeexplore.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 …
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.
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