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arXiv 1001.2613cs.DScs.CC
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逼近矩阵p-模

Approximating Matrix p-norms

Aditya Bhaskara, Aravindan Vijayaraghavan

摘要:

我们考虑计算矩阵A的q->p范数的问题,它定义为p,q \ge 1,|A| _{q->p} = max_{x !=0 } |Ax| _p / |x| _q.这通常是一个非凸优化问题,并且是计算奇异值(对应于p=q=2)的充分研究问题的自然推广。不同的参数设置会引起各种已知的有趣的问题(例如当p=1和q= \infty时的Grothendieck问题)。然而,很少有人了解问题的可逼近性为不同的p,q值。我们的第一个结果是一个有效的算法计算q->p范数的矩阵与非负元素,当q \ge p \ge 1。我们分析的算法是基于一个自然的不动点迭代,这可以看作是一个模拟的幂迭代计算特征值。然后,我们提出了一个应用程序,我们的技术的问题,构建一个计划的不经意路由的L_P规范。这使得建设性的一个最近存在的结果Englert和Räcke [ER] O(log n)-竞争遗忘路由计划(他们使建设性的只有p=2)。另一方面,当我们没有任何限制的条目(如非负性),我们证明了问题是NP-困难的近似任何常数因子,2 < p \le q,和p \le q < 2(这些正是p,q的范围与p \le q,其中常数因子近似是未知的)。在这个范围内,我们的技术还表明,如果NP没有准多项式时间算法,对于任何\eps >0,q->p不能近似为因子2^{(log n)^{1-eps}}。

英文摘要:

We consider the problem of computing the q->p norm of a matrix A, which is defined for p,q \ge 1, as |A|_{q->p} = max_{x !=0 } |Ax|_p / |x|_q. This is in general a non-convex optimization problem, and is a natural generalization of the well-studied question of computing singular values (this corresponds to p=q=2). Different settings of parameters give rise to a variety of known interesting problems (such as the Grothendieck problem when p=1 and q=\infty). However, very little is understood about the approximability of the problem for different values of p,q. Our first result is an efficient algorithm for computing the q->p norm of matrices with non-negative entries, when q \ge p \ge 1. The algorithm we analyze is based on a natural fixed point iteration, which can be seen as an analog of power iteration for computing eigenvalues. We then present an application of our techniques to the problem of constructing a scheme for oblivious routing in the l_p norm. This makes constructive a recent existential result of Englert and Räcke [ER] on O(log n)-competitive oblivious routing schemes (which they make constructive only for p=2). On the other hand, when we do not have any restrictions on the entries (such as non-negativity), we prove that the problem is NP-hard to approximate to any constant factor, for 2 < p \le q, and p \le q < 2 (these are precisely the ranges of p,q with p\le q, where constant factor approximations are not known). In this range, our techniques also show that if NP does not have quasi-polynomial time algorithms, the q->p cannot be approximated to a factor 2^{(log n)^{1-eps}}, for any \eps>0.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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