Approaching optimality for solving SDD systems
Data Structures and Algorithms
2015-03-13 v3
Abstract
We present an algorithm that on input of an -vertex -edge weighted graph and a value , produces an {\em incremental sparsifier} with edges, such that the condition number of with is bounded above by , with probability . The algorithm runs in time As a result, we obtain an algorithm that on input of an symmetric diagonally dominant matrix with non-zero entries and a vector , computes a vector satisfying , in expected time 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.
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