Sparsified Cholesky Solvers for SDD linear systems
نویسندگان
چکیده
We show that Laplacian and symmetric diagonally dominant (SDD) matrices can be well approximated by linear-sized sparse Cholesky factorizations. Specifically, n × n matrices of these types have constant-factor approximations of the form LL , where L is a lowertriangular matrix with O(n) non-zero entries. This factorization allows us to solve linear systems in such matrices in O(n) work and O(log n log log n) depth. We also 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.
منابع مشابه
Effective Stiffness: Generalizing Effective Resistance Sampling to Finite Element Matrices
We define the notion of effective stiffness and show that it can used to build sparsifiers, algorithms that sparsify linear systems arising from finite-element discretizations of PDEs. In particular, we show that sampling O(n log n) elements according to probabilities derived from effective stiffnesses yields an high quality preconditioner that can be used to solve the linear system in a small ...
متن کاملAn Efficient Solver for Sparse Linear Systems Based on Rank-Structured Cholesky Factorization
Direct factorization methods for the solution of large, sparse linear systems that arise from PDE discretizations are robust, but typically show poor time and memory scalability for large systems. In this paper, we describe an efficient sparse, rank-structured Cholesky algorithm for solution of the positive definite linear system Ax = b when A comes from a discretized partial-differential equat...
متن کاملCombinatorial Preconditioners and Multilevel Solvers for Problems in Computer Vision and Image Processing
Linear systems and eigen-calculations on symmetric diagonally dominant matrices (SDDs) occur ubiquitously in computer vision, computer graphics, and machine learning. In the past decade a multitude of specialized solvers have been developed to tackle restricted instances of SDD systems for a diverse collection of problems including segmentation, gradient inpainting and total variation. In this ...
متن کاملStochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme
Sparsified Randomization Monte Carlo (SRMC) algorithms for solving systems of linear algebraic equations introduced in our previous paper [34] are discussed here in a broader context. In particular, I present new randomized solvers for large systems of linear equations, randomized singular value (SVD) decomposition for large matrices and their use for solving inverse problems, and stochastic si...
متن کاملA Blocked Incomplete Cholesky Preconditioner for Hierarchical-memory Computers
We develop a drop-threshold incomplete Cholesky preconditioner which uses blocked data structures and computational kernels for improved performance on computers with one or more levels of cache memory. The techniques are similar to those used for Cholesky factorization in sparse direct solvers. We report on the performance of our preconditioned conjugate gradient solver on sparse linear system...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- CoRR
دوره abs/1506.08204 شماره
صفحات -
تاریخ انتشار 2015