arXiv subjects

Aaron Sidford

Publications and source records attributed to Aaron Sidford.

At least 127 records · Page 7Linked to original sources

arXiv2018

Efficient $\widetilde{O}(n/ε)$ Spectral Sketches for the Laplacian and its Pseudoinverse

In this paper we consider the problem of efficiently computing $ε$-sketches for the Laplacian and its pseudoinverse. Given a Laplacian and an error tolerance $ε$, we seek to construct a function $f$ such that for any vector $x$ (chosen obliviously from $f$), with high probability $(1-ε) x^\top A x \leq f(x) \leq (1 + ε) x^\top A x$ where $A$ is either the Laplacian or its pseudoinverse. Our goal is to construct such a sketch $f$ efficiently and to store it in the least space possible. We provide nearly-linear time algorithms that, when given a Laplacian matrix $\mathcal{L} \in \mathbb{R}^{n \times n}$ and an error tolerance $ε$, produce $\tilde{O}(n/ε)$-size sketches of both $\mathcal{L}$ and its pseudoinverse. Our algorithms improve upon the previous best sketch size of $\widetilde{O}(n / ε^{1.6})$ for sketching the Laplacian form by Andoni et al (2015) and $O(n / ε^2)$ for sketching the Laplacian pseudoinverse by Batson, Spielman, and Srivastava (2008). Furthermore we show how to compute all-pairs effective resistances from $\widetilde{O}(n/ε)$ size sketch in $\widetilde{O}(n^2/ε)$ time. This improves upon the previous best running time of $\widetilde{O}(n^2/ε^2)$ by Spielman and Srivastava (2008).

cs.DS↗

arXiv2017

Leverage Score Sampling for Faster Accelerated Regression and ERM

Given a matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ and a vector $b \in\mathbb{R}^{d}$, we show how to compute an $ε$-approximate solution to the regression problem $ \min_{x\in\mathbb{R}^{d}}\frac{1}{2} \|\mathbf{A} x - b\|_{2}^{2} $ in time $ \tilde{O} ((n+\sqrt{d\cdotκ_{\text{sum}}})\cdot s\cdot\logε^{-1}) $ where $κ_{\text{sum}}=\mathrm{tr}\left(\mathbf{A}^{\top}\mathbf{A}\right)/λ_{\min}(\mathbf{A}^{T}\mathbf{A})$ and $s$ is the maximum number of non-zero entries in a row of $\mathbf{A}$. Our algorithm improves upon the previous best running time of $ \tilde{O} ((n+\sqrt{n \cdotκ_{\text{sum}}})\cdot s\cdot\logε^{-1})$. We achieve our result through a careful combination of leverage score sampling techniques, proximal point methods, and accelerated coordinate descent. Our method not only matches the performance of previous methods, but further improves whenever leverage scores of rows are small (up to polylogarithmic factors). We also provide a non-linear generalization of these results that improves the running time for solving a broader class of ERM problems.

stat.ML↗

arXiv2017

Lower Bounds for Finding Stationary Points II: First-Order Methods

We establish lower bounds on the complexity of finding $ε$-stationary points of smooth, non-convex high-dimensional functions using first-order methods. We prove that deterministic first-order methods, even applied to arbitrarily smooth functions, cannot achieve convergence rates in $ε$ better than $ε^{-8/5}$, which is within $ε^{-1/15}\log\frac{1}ε$ of the best known rate for such methods. Moreover, for functions with Lipschitz first and second derivatives, we prove no deterministic first-order method can achieve convergence rates better than $ε^{-12/7}$, while $ε^{-2}$ is a lower bound for functions with only Lipschitz gradient. For convex functions with Lipschitz gradient, accelerated gradient descent achieves the rate $ε^{-1}\log\frac{1}ε$, showing that finding stationary points is easier given convexity.

math.OC↗

arXiv2017

Derandomization Beyond Connectivity: Undirected Laplacian Systems in Nearly Logarithmic Space

We give a deterministic $\tilde{O}(\log n)$-space algorithm for approximately solving linear systems given by Laplacians of undirected graphs, and consequently also approximating hitting times, commute times, and escape probabilities for undirected graphs. Previously, such systems were known to be solvable by randomized algorithms using $O(\log n)$ space (Doron, Le Gall, and Ta-Shma, 2017) and hence by deterministic algorithms using $O(\log^{3/2} n)$ space (Saks and Zhou, FOCS 1995 and JCSS 1999). Our algorithm combines ideas from time-efficient Laplacian solvers (Spielman and Teng, STOC `04; Peng and Spielman, STOC `14) with ideas used to show that Undirected S-T Connectivity is in deterministic logspace (Reingold, STOC `05 and JACM `08; Rozenman and Vadhan, RANDOM `05).

cs.CC↗

arXiv2017

Efficient Convex Optimization with Membership Oracles

We consider the problem of minimizing a convex function over a convex set given access only to an evaluation oracle for the function and a membership oracle for the set. We give a simple algorithm which solves this problem with $\tilde{O}(n^2)$ oracle calls and $\tilde{O}(n^3)$ additional arithmetic operations. Using this result, we obtain more efficient reductions among the five basic oracles for convex sets and functions defined by Grötschel, Lovasz and Schrijver.

cs.DS↗

arXiv2017

"Convex Until Proven Guilty": Dimension-Free Acceleration of Gradient Descent on Non-Convex Functions

We develop and analyze a variant of Nesterov's accelerated gradient descent (AGD) for minimization of smooth non-convex functions. We prove that one of two cases occurs: either our AGD variant converges quickly, as if the function was convex, or we produce a certificate that the function is "guilty" of being non-convex. This non-convexity certificate allows us to exploit negative curvature and obtain deterministic, dimension-free acceleration of convergence for non-convex functions. For a function $f$ with Lipschitz continuous gradient and Hessian, we compute a point $x$ with $\|\nabla f(x)\| \le ε$ in $O(ε^{-7/4} \log(1/ ε) )$ gradient and function evaluations. Assuming additionally that the third derivative is Lipschitz, we require only $O(ε^{-5/3} \log(1/ ε) )$ evaluations.

math.OC↗

arXiv2017

Accelerated Methods for Non-Convex Optimization

We present an accelerated gradient method for non-convex optimization problems with Lipschitz continuous first and second derivatives. The method requires time $O(ε^{-7/4} \log(1/ ε) )$ to find an $ε$-stationary point, meaning a point $x$ such that $\|\nabla f(x)\| \le ε$. The method improves upon the $O(ε^{-2} )$ complexity of gradient descent and provides the additional second-order guarantee that $\nabla^2 f(x) \succeq -O(ε^{1/2})I$ for the computed $x$. Furthermore, our method is Hessian free, i.e. it only requires gradient computations, and is therefore suitable for large scale applications.

math.OC↗

arXiv2016

Faster Algorithms for Computing the Stationary Distribution, Simulating Random Walks, and More

In this paper, we provide faster algorithms for computing various fundamental quantities associated with random walks on a directed graph, including the stationary distribution, personalized PageRank vectors, hitting times, and escape probabilities. In particular, on a directed graph with $n$ vertices and $m$ edges, we show how to compute each quantity in time $\tilde{O}(m^{3/4}n+mn^{2/3})$, where the $\tilde{O}$ notation suppresses polylogarithmic factors in $n$, the desired accuracy, and the appropriate condition number (i.e. the mixing time or restart probability). Our result improves upon the previous fastest running times for these problems; previous results either invoke a general purpose linear system solver on a $n\times n$ matrix with $m$ non-zero entries, or depend polynomially on the desired error or natural condition number associated with the problem (i.e. the mixing time or restart probability). For sparse graphs, we obtain a running time of $\tilde{O}(n^{7/4})$, breaking the $O(n^{2})$ barrier of the best running time one could hope to achieve using fast matrix multiplication. We achieve our result by providing a similar running time improvement for solving directed Laplacian systems, a natural directed or asymmetric analog of the well studied symmetric or undirected Laplacian systems. We show how to solve such systems in time $\tilde{O}(m^{3/4}n+mn^{2/3})$, and efficiently reduce a broad range of problems to solving $\tilde{O}(1)$ directed Laplacian systems on Eulerian graphs. We hope these results and our analysis open the door for further study into directed spectral graph theory.

cs.DS↗

arXiv2016

Almost-Linear-Time Algorithms for Markov Chains and New Spectral Primitives for Directed Graphs

In this paper we introduce a notion of spectral approximation for directed graphs. While there are many potential ways one might define approximation for directed graphs, most of them are too strong to allow sparse approximations in general. In contrast, we prove that for our notion of approximation, such sparsifiers do exist, and we show how to compute them in almost linear time. Using this notion of approximation, we provide a general framework for solving asymmetric linear systems that is broadly inspired by the work of [Peng-Spielman, STOC`14]. Applying this framework in conjunction with our sparsification algorithm, we obtain an almost linear time algorithm for solving directed Laplacian systems associated with Eulerian Graphs. Using this solver in the recent framework of [Cohen-Kelner-Peebles-Peng-Sidford-Vladu, FOCS`16], we obtain almost linear time algorithms for solving a directed Laplacian linear system, computing the stationary distribution of a Markov chain, computing expected commute times in a directed graph, and more. For each of these problems, our algorithms improves the previous best running times of $O((nm^{3/4} + n^{2/3} m) \log^{O(1)} (n κε^{-1}))$ to $O((m + n2^{O(\sqrt{\log{n}\log\log{n}})}) \log^{O(1)} (n κε^{-1}))$ where $n$ is the number of vertices in the graph, $m$ is the number of edges, $κ$ is a natural condition number associated with the problem, and $ε$ is the desired accuracy. We hope these results open the door for further studies into directed spectral graph theory, and will serve as a stepping stone for designing a new generation of fast algorithms for directed graphs.

cs.DS↗

arXiv2016

Subquadratic Submodular Function Minimization

Submodular function minimization (SFM) is a fundamental discrete optimization problem which generalizes many well known problems, has applications in various fields, and can be solved in polynomial time. Owing to applications in computer vision and machine learning, fast SFM algorithms are highly desirable. The current fastest algorithms [Lee, Sidford, Wong, FOCS 2015] run in $O(n^{2}\log nM\cdot\textrm{EO} +n^{3}\log^{O(1)}nM)$ time and $O(n^{3}\log^{2}n\cdot \textrm{EO} +n^{4}\log^{O(1)}n$) time respectively, where $M$ is the largest absolute value of the function (assuming the range is integers) and $\textrm{EO}$ is the time taken to evaluate the function on any set. Although the best known lower bound on the query complexity is only $Ω(n)$, the current shortest non-deterministic proof certifying the optimum value of a function requires $Θ(n^{2})$ function evaluations. The main contribution of this paper are subquadratic SFM algorithms. For integer-valued submodular functions, we give an SFM algorithm which runs in $O(nM^{3}\log n\cdot\textrm{EO})$ time giving the first nearly linear time algorithm in any known regime. For real-valued submodular functions with range in $[-1,1]$, we give an algorithm which in $\tilde{O}(n^{5/3}\cdot\textrm{EO}/\varepsilon^{2})$ time returns an $\varepsilon$-additive approximate solution. At the heart of it, our algorithms are projected stochastic subgradient descent methods on the Lovasz extension of submodular functions where we crucially exploit submodularity and data structures to obtain fast, i.e. sublinear time subgradient updates. . The latter is crucial for beating the $n^{2}$ bound as we show that algorithms which access only subgradients of the Lovasz extension, and these include the theoretically best algorithms mentioned above, must make $Ω(n)$ subgradient calls (even for functions whose range is $\{-1,0,1\}$).

cs.DS↗

arXiv2016

Geometric Median in Nearly Linear Time

In this paper we provide faster algorithms for solving the geometric median problem: given $n$ points in $\mathbb{R}^{d}$ compute a point that minimizes the sum of Euclidean distances to the points. This is one of the oldest non-trivial problems in computational geometry yet despite an abundance of research the previous fastest algorithms for computing a $(1+ε)$-approximate geometric median were $O(d\cdot n^{4/3}ε^{-8/3})$ by Chin et. al, $\tilde{O}(d\exp{ε^{-4}\logε^{-1}})$ by Badoiu et. al, $O(nd+\mathrm{poly}(d,ε^{-1})$ by Feldman and Langberg, and $O((nd)^{O(1)}\log\frac{1}ε)$ by Parrilo and Sturmfels and Xue and Ye. In this paper we show how to compute a $(1+ε)$-approximate geometric median in time $O(nd\log^{3}\frac{1}ε)$ and $O(dε^{-2})$. While our $O(dε^{-2})$ is a fairly straightforward application of stochastic subgradient descent, our $O(nd\log^{3}\frac{1}ε)$ time algorithm is a novel long step interior point method. To achieve this running time we start with a simple $O((nd)^{O(1)}\log\frac{1}ε)$ time interior point method and show how to improve it, ultimately building an algorithm that is quite non-standard from the perspective of interior point literature. Our result is one of very few cases we are aware of outperforming traditional interior point theory and the only we are aware of using interior point methods to obtain a nearly linear time algorithm for a canonical optimization problem that traditionally requires superlinear time. We hope our work leads to further improvements in this line of research.

cs.DS↗

arXiv2016

Robust Shift-and-Invert Preconditioning: Faster and More Sample Efficient Algorithms for Eigenvector Computation

We provide faster algorithms and improved sample complexities for approximating the top eigenvector of a matrix. Offline Setting: Given an $n \times d$ matrix $A$, we show how to compute an $ε$ approximate top eigenvector in time $\tilde O ( [nnz(A) + \frac{d \cdot sr(A)}{gap^2}]\cdot \log 1/ε)$ and $\tilde O([\frac{nnz(A)^{3/4} (d \cdot sr(A))^{1/4}}{\sqrt{gap}}]\cdot \log1/ε)$. Here $sr(A)$ is the stable rank and $gap$ is the multiplicative eigenvalue gap. By separating the $gap$ dependence from $nnz(A)$ we improve on the classic power and Lanczos methods. We also improve prior work using fast subspace embeddings and stochastic optimization, giving significantly improved dependencies on $sr(A)$ and $ε$. Our second running time improves this further when $nnz(A) \le \frac{d\cdot sr(A)}{gap^2}$. Online Setting: Given a distribution $D$ with covariance matrix $Σ$ and a vector $x_0$ which is an $O(gap)$ approximate top eigenvector for $Σ$, we show how to refine to an $ε$ approximation using $\tilde O(\frac{v(D)}{gap^2} + \frac{v(D)}{gap \cdot ε})$ samples from $D$. Here $v(D)$ is a natural variance measure. Combining our algorithm with previous work to initialize $x_0$, we obtain a number of improved sample complexity and runtime results. For general distributions, we achieve asymptotically optimal accuracy as a function of sample size as the number of samples grows large. Our results center around a robust analysis of the classic method of shift-and-invert preconditioning to reduce eigenvector computation to approximately solving a sequence of linear systems. We then apply fast SVRG based approximate system solvers to achieve our claims. We believe our results suggest the general effectiveness of shift-and-invert based approaches and imply that further computational gains may be reaped in practice.

cs.DS↗

arXiv2016

Efficient Algorithms for Large-scale Generalized Eigenvector Computation and Canonical Correlation Analysis

This paper considers the problem of canonical-correlation analysis (CCA) (Hotelling, 1936) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices. These are two fundamental problems in data analysis and scientific computing with numerous applications in machine learning and statistics (Shi and Malik, 2000; Hardoon et al., 2004; Witten et al., 2009). We provide simple iterative algorithms, with improved runtimes, for solving these problems that are globally linearly convergent with moderate dependencies on the condition numbers and eigenvalue gaps of the matrices involved. We obtain our results by reducing CCA to the top-$k$ generalized eigenvector problem. We solve this problem through a general framework that simply requires black box access to an approximate linear system solver. Instantiating this framework with accelerated gradient descent we obtain a running time of $O(\frac{z k \sqrtκ}ρ \log(1/ε) \log \left(kκ/ρ\right))$ where $z$ is the total number of nonzero entries, $κ$ is the condition number and $ρ$ is the relative eigenvalue gap of the appropriate matrices. Our algorithm is linear in the input size and the number of components $k$ up to a $\log(k)$ factor. This is essential for handling large-scale matrices that appear in practice. To the best of our knowledge this is the first such algorithm with global linear convergence. We hope that our results prompt further research and ultimately improve the practical running time for performing these important data analysis procedures on large data sets.

cs.LG↗

arXiv2016

Faster Eigenvector Computation via Shift-and-Invert Preconditioning

We give faster algorithms and improved sample complexities for estimating the top eigenvector of a matrix $Σ$ -- i.e. computing a unit vector $x$ such that $x^T Σx \ge (1-ε)λ_1(Σ)$: Offline Eigenvector Estimation: Given an explicit $A \in \mathbb{R}^{n \times d}$ with $Σ= A^TA$, we show how to compute an $ε$ approximate top eigenvector in time $\tilde O([nnz(A) + \frac{d*sr(A)}{gap^2} ]* \log 1/ε)$ and $\tilde O([\frac{nnz(A)^{3/4} (d*sr(A))^{1/4}}{\sqrt{gap}} ] * \log 1/ε)$. Here $nnz(A)$ is the number of nonzeros in $A$, $sr(A)$ is the stable rank, $gap$ is the relative eigengap. By separating the $gap$ dependence from the $nnz(A)$ term, our first runtime improves upon the classical power and Lanczos methods. It also improves prior work using fast subspace embeddings [AC09, CW13] and stochastic optimization [Sha15c], giving significantly better dependencies on $sr(A)$ and $ε$. Our second running time improves these further when $nnz(A) \le \frac{d*sr(A)}{gap^2}$. Online Eigenvector Estimation: Given a distribution $D$ with covariance matrix $Σ$ and a vector $x_0$ which is an $O(gap)$ approximate top eigenvector for $Σ$, we show how to refine to an $ε$ approximation using $ O(\frac{var(D)}{gap*ε})$ samples from $D$. Here $var(D)$ is a natural notion of variance. Combining our algorithm with previous work to initialize $x_0$, we obtain improved sample complexity and runtime results under a variety of assumptions on $D$. We achieve our results using a general framework that we believe is of independent interest. We give a robust analysis of the classic method of shift-and-invert preconditioning to reduce eigenvector computation to approximately solving a sequence of linear systems. We then apply fast stochastic variance reduced gradient (SVRG) based system solvers to achieve our claims.

cs.DS↗

arXiv2016

Routing under Balance

We introduce the notion of balance for directed graphs: a weighted directed graph is $α$-balanced if for every cut $S \subseteq V$, the total weight of edges going from $S$ to $V\setminus S$ is within factor $α$ of the total weight of edges going from $V\setminus S$ to $S$. Several important families of graphs are nearly balanced, in particular, Eulerian graphs (with $α= 1$) and residual graphs of $(1+ε)$-approximate undirected maximum flows (with $α=O(1/ε)$). We use the notion of balance to give a more fine-grained understanding of several well-studied routing questions that are considerably harder in directed graphs. We first revisit oblivious routings in directed graphs. Our main algorithmic result is an oblivious routing scheme for single-source instances that achieve an $O(α\cdot \log^3 n / \log \log n)$ competitive ratio. In the process, we make several technical contributions which may be of independent interest. In particular, we give an efficient algorithm for computing low-radius decompositions of directed graphs parameterized by balance. We also define and construct low-stretch arborescences, a generalization of low-stretch spanning trees to directed graphs. On the negative side, we present new lower bounds for oblivious routing problems on directed graphs. We show that the competitive ratio of oblivious routing algorithms for directed graphs is $Ω(n)$ in general; this result improves upon the long-standing best known lower bound of $Ω(\sqrt{n})$ given by Hajiaghayi, Kleinberg, Leighton and Räcke in 2006. We also show that our restriction to single-source instances is necessary by showing an $Ω(\sqrt{n})$ lower bound for multiple-source oblivious routing in Eulerian graphs. We also give a fast algorithm for the maximum flow problem in balanced directed graphs.

cs.DS↗

arXiv2016

Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm

This work provides improved guarantees for streaming principle component analysis (PCA). Given $A_1, \ldots, A_n\in \mathbb{R}^{d\times d}$ sampled independently from distributions satisfying $\mathbb{E}[A_i] = Σ$ for $Σ\succeq \mathbf{0}$, this work provides an $O(d)$-space linear-time single-pass streaming algorithm for estimating the top eigenvector of $Σ$. The algorithm nearly matches (and in certain cases improves upon) the accuracy obtained by the standard batch method that computes top eigenvector of the empirical covariance $\frac{1}{n} \sum_{i \in [n]} A_i$ as analyzed by the matrix Bernstein inequality. Moreover, to achieve constant accuracy, our algorithm improves upon the best previous known sample complexities of streaming algorithms by either a multiplicative factor of $O(d)$ or $1/\mathrm{gap}$ where $\mathrm{gap}$ is the relative distance between the top two eigenvalues of $Σ$. These results are achieved through a novel analysis of the classic Oja's algorithm, one of the oldest and most popular algorithms for streaming PCA. In particular, this work shows that simply picking a random initial point $w_0$ and applying the update rule $w_{i + 1} = w_i + η_i A_i w_i$ suffices to accurately estimate the top eigenvector, with a suitable choice of $η_i$. We believe our result sheds light on how to efficiently perform streaming PCA both in theory and in practice and we hope that our analysis may serve as the basis for analyzing many variants and extensions of streaming PCA.

cs.LG↗

arXiv2015

A Faster Cutting Plane Method and its Implications for Combinatorial and Convex Optimization

We improve upon the running time for finding a point in a convex set given a separation oracle. In particular, given a separation oracle for a convex set $K\subset \mathbb{R}^n$ contained in a box of radius $R$, we show how to either find a point in $K$ or prove that $K$ does not contain a ball of radius $ε$ using an expected $O(n\log(nR/ε))$ oracle evaluations and additional time $O(n^3\log^{O(1)}(nR/ε))$. This matches the oracle complexity and improves upon the $O(n^{ω+1}\log(nR/ε))$ additional time of the previous fastest algorithm achieved over 25 years ago by Vaidya for the current matrix multiplication constant $ω<2.373$ when $R/ε=n^{O(1)}$. Using a mix of standard reductions and new techniques, our algorithm yields improved runtimes for solving classic problems in continuous and combinatorial optimization: Submodular Minimization: Our weakly and strongly polynomial time algorithms have runtimes of $O(n^2\log nM\cdot\text{EO}+n^3\log^{O(1)}nM)$ and $O(n^3\log^2 n\cdot\text{EO}+n^4\log^{O(1)}n)$, improving upon the previous best of $O((n^4\text{EO}+n^5)\log M)$ and $O(n^5\text{EO}+n^6)$. Matroid Intersection: Our runtimes are $O(nrT_{\text{rank}}\log n\log (nM) +n^3\log^{O(1)}(nM))$ and $O(n^2\log (nM) T_{\text{ind}}+n^3 \log^{O(1)} (nM))$, achieving the first quadratic bound on the query complexity for the independence and rank oracles. In the unweighted case, this is the first improvement since 1986 for independence oracle. Submodular Flow: Our runtime is $O(n^2\log nCU\cdot\text{EO}+n^3\log^{O(1)}nCU)$, improving upon the previous bests from 15 years ago roughly by a factor of $O(n^4)$. Semidefinite Programming: Our runtime is $\tilde{O}(n(n^2+m^ω+S))$, improving upon the previous best of $\tilde{O}(n(n^ω+m^ω+S))$ for the regime where the number of nonzeros $S$ is small.

cs.DS↗

arXiv2015

Efficient Inverse Maintenance and Faster Algorithms for Linear Programming

In this paper, we consider the following inverse maintenance problem: given $A \in \mathbb{R}^{n\times d}$ and a number of rounds $r$, we receive a $n\times n$ diagonal matrix $D^{(k)}$ at round $k$ and we wish to maintain an efficient linear system solver for $A^{T}D^{(k)}A$ under the assumption $D^{(k)}$ does not change too rapidly. This inverse maintenance problem is the computational bottleneck in solving multiple optimization problems. We show how to solve this problem with $\tilde{O}(nnz(A)+d^ω)$ preprocessing time and amortized $\tilde{O}(nnz(A)+d^{2})$ time per round, improving upon previous running times for solving this problem. Consequently, we obtain the fastest known running times for solving multiple problems including, linear programming and computing a rounding of a polytope. In particular given a feasible point in a linear program with $d$ variables, $n$ constraints, and constraint matrix $A\in\mathbb{R}^{n\times d}$, we show how to solve the linear program in time $\tilde{O}(nnz(A)+d^{2})\sqrt{d}\log(ε^{-1}))$. We achieve our results through a novel combination of classic numerical techniques of low rank update, preconditioning, and fast matrix multiplication as well as recent work on subspace embeddings and spectral sparsification that we hope will be of independent interest.

cs.DS↗