arXiv · 1506.08204
Sparsified Cholesky Solvers for SDD linear systems
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 $L L^{T}$, where $L$ is a lower-triangular matrix with a number of nonzero entries linear in its dimension. Furthermore linear systems in $L$ and $L^{T}$ can be solved in $O (n)$ work and $O(\log{n}\log^2\log{n})$ depth, where $n$ 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.
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Yin Tat Lee, Richard Peng, Daniel A. Spielman. 2015-06-26. Sparsified Cholesky Solvers for SDD linear systems. https://arxiv.org/abs/1506.08204
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