English

Approaching optimality for solving SDD systems

Data Structures and Algorithms 2015-03-13 v3

Abstract

We present an algorithm that on input of an nn-vertex mm-edge weighted graph GG and a value kk, produces an {\em incremental sparsifier} G^\hat{G} with n1+m/kn-1 + m/k edges, such that the condition number of GG with G^\hat{G} is bounded above by O~(klog2n)\tilde{O}(k\log^2 n), with probability 1p1-p. The algorithm runs in time O~((mlogn+nlog2n)log(1/p)).\tilde{O}((m \log{n} + n\log^2{n})\log(1/p)). As a result, we obtain an algorithm that on input of an n×nn\times n symmetric diagonally dominant matrix AA with mm non-zero entries and a vector bb, computes a vector x{x} satisfying xA+bA<ϵA+bA||{x}-A^{+}b||_A<\epsilon ||A^{+}b||_A , in expected time O~(mlog2nlog(1/ϵ)).\tilde{O}(m\log^2{n}\log(1/\epsilon)). The solver is based on repeated applications of the incremental sparsifier that produces a chain of graphs which is then used as input to a recursive preconditioned Chebyshev iteration.

Keywords

Cite

@article{arxiv.1003.2958,
  title  = {Approaching optimality for solving SDD systems},
  author = {Ioannis Koutis and Gary L. Miller and Richard Peng},
  journal= {arXiv preprint arXiv:1003.2958},
  year   = {2015}
}

Comments

To appear in FOCS 2010

R2 v1 2026-06-21T14:58:04.125Z