A nearly-mlogn time solver for SDD linear systems
Abstract
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.
Cite
@article{arxiv.1102.4842,
title = {A nearly-mlogn time solver for SDD linear systems},
author = {Ioannis Koutis and Gary Miller and Richard Peng},
journal= {arXiv preprint arXiv:1102.4842},
year = {2011}
}
Comments
to appear in FOCS11