English

Sparsified Cholesky Solvers for SDD linear systems

Data Structures and Algorithms 2015-08-14 v2

Abstract

We show that Laplacian and symmetric diagonally dominant (SDD) matrices can be well approximated by linear-sized sparse Cholesky factorizations. We show that these matrices have constant-factor approximations of the form LLTL L^{T}, where LL is a lower-triangular matrix with a number of nonzero entries linear in its dimension. Furthermore linear systems in LL and LTL^{T} can be solved in O(n)O (n) work and O(lognlog2logn)O(\log{n}\log^2\log{n}) depth, where nn is the dimension of the matrix. We present nearly linear time algorithms that construct solvers that are almost this efficient. In doing so, we give the first nearly-linear work routine for constructing spectral vertex sparsifiers---that is, spectral approximations of Schur complements of Laplacian matrices.

Keywords

Cite

@article{arxiv.1506.08204,
  title  = {Sparsified Cholesky Solvers for SDD linear systems},
  author = {Yin Tat Lee and Richard Peng and Daniel A. Spielman},
  journal= {arXiv preprint arXiv:1506.08204},
  year   = {2015}
}
R2 v1 2026-06-22T10:01:10.798Z