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Solving SDD linear systems in time Õ (m log n log (1/ϵ))

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posted on 1970-01-01, 00:00 authored by Ioannis Koutis, Gary L. Miller, Richard Peng

We present an improved algorithm for solving symmetrically diagonally dominant linear systems. On input of an n×n symmetric diagonally dominant matrix A with m non-zero entries and a vector b such that Ax̅ = b for some (unknown) vector x̅, our algorithm computes a vector x such that ∥x-x̅∥A≤ϵ∥x̅∥A1in time Õ (m log n log (1/ϵ))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 Õ (m log 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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1970-01-01

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