Fast matrix multiplication is stable

نویسندگان

  • James Demmel
  • Ioana Dumitriu
  • Olga Holtz
  • Robert D. Kleinberg
چکیده

We perform forward error analysis for a large class of recursive matrix multiplication algorithms in the spirit of [D. Bini and G. Lotti, Stability of fast algorithms for matrix multiplication, Numer. Math. 36 (1980), 63–72]. As a consequence of our analysis, we show that the exponent of matrix multiplication (the optimal running time) can be achieved by numerically stable algorithms. We also show that new group-theoretic algorithms proposed in [H. Cohn, and C. Umans, A group-theoretic approach to fast matrix multiplication, FOCS 2003, 438–449] and [H. Cohn, R. Kleinberg, B. Szegedy and C. Umans, Group-theoretic algorithms for matrix multiplication, FOCS 2005, 379–388] are all included in the class of algorithms to which our analysis applies, and are therefore numerically stable. We perform detailed error analysis for three specific fast group-theoretic algorithms.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fast linear algebra is stable

In [23] we showed that a large class of fast recursive matrix multiplication algorithms is stable in a normwise sense, and that in fact if multiplication of n-by-n matrices can be done by any algorithm in O(n) operations for any η > 0, then it can be done stably in O(n) operations for any η > 0. Here we extend this result to show that essentially all standard linear algebra operations, includin...

متن کامل

Sequential Communication Bounds for Fast Linear Algebra

In this note we obtain communication cost lower and upper bounds on the algorithms for LU and QR given in (Demmel, Dumitriu, and Holtz 2007). The algorithms there use fast, stable matrix multiplication as a subroutine and are shown to be as stable and as computationally efficient as the matrix multiplication subroutine. We show here that they are also as communication-efficient (in the sequenti...

متن کامل

Improving the numerical stability of fast matrix multiplication algorithms

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been considered primarily of theoretical interest. Apart from Strassen’s original algorithm, few fast algorithms have been efficiently implemented or used in practical applications. However, there exist many practical alternatives to Strassen’s algorithm...

متن کامل

A New Parallel Matrix Multiplication Method Adapted on Fibonacci Hypercube Structure

The objective of this study was to develop a new optimal parallel algorithm for matrix multiplication which could run on a Fibonacci Hypercube structure. Most of the popular algorithms for parallel matrix multiplication can not run on Fibonacci Hypercube structure, therefore giving a method that can be run on all structures especially Fibonacci Hypercube structure is necessary for parallel matr...

متن کامل

Improving the Numerical Stability of Fast Matrix Multiplication

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been considered primarily of theoretical interest. Apart from Strassen’s original algorithm, few fast algorithms have been efficiently implemented or used in practical applications. However, there exist many practical alternatives to Strassen’s algorithm...

متن کامل

ذخیره 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 نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Numerische Mathematik

دوره 106  شماره 

صفحات  -

تاریخ انتشار 2007