SearcharxivSearch

arXiv · 2311.07677

Estimating the matrix $p \rightarrow q$ norm

Abstract

The matrix $p \rightarrow q$ norm is a fundamental quantity appearing in a variety of areas of mathematics. This quantity is known to be efficiently computable in only a few special cases. The best known algorithms for approximately computing this quantity with theoretical guarantees essentially consist of computing the $p\to q$ norm for $p,q$ where this quantity can be computed exactly or up to a constant, and applying interpolation. We analyze the matrix $2 \to q$ norm problem and provide an improved approximation algorithm via a simple argument involving the rows of a given matrix. For example, we improve the best-known $2\to 4$ norm approximation from $m^{1/8}$ to $m^{1/12}$. This insight for the $2\to q$ norm improves the best known $p \to q$ approximation algorithm for the region $p \le 2 \le q$, and leads to an overall improvement in the best-known approximation for $p \to q$ norms from $m^{25/128}$ to $m^{3 - 2 \sqrt{2}}$.

Explore related subjects

Keep this discovery

BibTeXRIS

Larry Guth, Dominique Maldague, John Urschel. 2023-11-13. Estimating the matrix $p \rightarrow q$ norm. https://arxiv.org/abs/2311.07677

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Quasi-Monte Carlo Beyond Hardy-Krause II: $(1 + \varepsilon)n$ Samples Suffice

Numerical integration studies how well one can estimate the integral of a function $f$ over $[0,1)^d$ using $n$ sample points. The two classical methods, Monte Carlo (MC) and quasi-Monte Carlo (QMC), have complementary strengths and weaknesses, and a fundamental question is to design an approach that combines the benefits of both. Recently, building on the transference principle in discrepancy theory, Bansal and Jiang~\cite{BJ25a} gave a randomized QMC method that bridges MC and QMC guarantees using only i.i.d.\ samples. Their method also goes beyond the classical Koksma--Hlawka inequality: it achieves integration error $\widetilde{O}_d(\sigma_{\mathsf{SO}}(f)/n)$, where the smoothed-out variation $\sigma_{\mathsf{SO}}(f)$ can be substantially smaller than the Hardy--Krause variation that governs the classical bound. However, their algorithm requires $n^2$ i.i.d.\ samples as input, and this quadratic blowup is inherent to any method based on the transference principle. In this work, we bypass the quadratic blowup: for any constant $\varepsilon > 0$, we show that $(1+\varepsilon)n$ i.i.d.\ samples suffice to both obtain the beyond-Hardy--Krause guarantee of~\cite{BJ25a}, resolving an open problem posed there, and to produce low-discrepancy point sequences. Our algorithms are variants of the online Haar-thinning method of Dwivedi, Feldheim, Gurel-Gurevich, and Ramdas~\cite{DFG+19}.

cs.DS

Single-Exponential Algorithms and a Polynomial Kernel for Strong Connectivity Augmentation

Strong Connectivity Augmentation (SCA) asks whether a directed acyclic graph can be made strongly connected by adding at most $k$ prescribed links whose total weight is within a given budget. Klinkby, Misra, and Saurabh (SODA 2021) gave an $O^*(2^{O(k\log k)})$-time algorithm and asked whether the problem admits a single-exponential parameterized algorithm and a polynomial kernel. We answer both questions affirmatively: SCA can be solved in $O^*(9^k)$ time and admits a polynomial kernel with $O(k^4)$ vertices and $O(k^{16})$ bits. For unweighted SCA, we obtain $O^*(4^k)$ time and a kernel with $O(k^3)$ vertices. Our algorithms are based on a particularly simple reduction to Strongly Connected Spanning Subgraph with two edge costs.

cs.DS