SDD线性系统的近m log n时间解算器

I. Koutis, G. Miller, Richard Peng
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引用次数: 278

摘要

提出了一种求解对称对角占优线性系统的改进算法。当输入一个$n\乘以n$对称对角占优矩阵$A$具有$m$非零项和一个向量$b$使得对于某个(未知)向量$\bar{x}$, $A\bar{x} = b$时,我们的算法计算一个向量$x$使得$| |{x}-\bar{x}| |_A1在时间上。O平铺(m log n log (1/))^2)求解器以一种标准的方式利用逐步稀疏图的“预处理”链。为了获得更快的运行时间,我们对构建链的算法进行了两倍的改进。新的链利用了[Koutis,Miller,Peng, FOCS 2010]中给出的图稀疏化算法先前未知的性质,允许更强的预处理性质。我们还提出了一种独立感兴趣的算法,该算法在时间(mlog n)内构建近紧低拉伸生成树,比[Abraham,Bartal,Neiman, FOCS 2008]中的算法快O (log n)倍。这种加速直接反映在预处理链的构建时间上。
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A Nearly-m log n Time Solver for SDD Linear Systems
We present an improved algorithm for solving symmetrically diagonally dominant linear systems. On input of an $n\times n$ symmetric diagonally dominant matrix $A$ with $m$ non-zero entries and a vector $b$ such that $A\bar{x} = b$ for some (unknown) vector $\bar{x}$, our algorithm computes a vector $x$ such that $| |{x}-\bar{x}| |_A1 in time. O tiled (m log n log (1/epsilon))^2. 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 Otiled (mlog n), a factor of O (log n) faster than the algorithm in [Abraham,Bartal,Neiman, FOCS 2008]. This speedup directly reflects on the construction time of the preconditioning chain.
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