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 , where is a lower-triangular matrix with a number of nonzero entries linear in its dimension. Furthermore linear systems in and can be solved in work and depth, where 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}
}