arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.09723cs.LGcs.NAeess.SPmath.NAstat.ML
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Constructing fast approximate eigenspaces with application to the fast graph Fourier transforms

University Politehnica of Bucharest(布加勒斯特理工大学);Massachusetts Institute of Technology(麻省理工学院);Istituto Italiano di Tecnologia(意大利理工学院)

Cristian Rusu, Lorenzo Rosasco

英文摘要:

We investigate numerically efficient approximations of eigenspaces associated to symmetric and general matrices. The eigenspaces are factored into a fixed number of fundamental components that can be efficiently manipulated (we consider extended orthogonal Givens or scaling and shear transformations). The number of these components controls the trade-off between approximation accuracy and the computational complexity of projecting on the eigenspaces. We write minimization problems for the single fundamental components and provide closed-form solutions. Then we propose algorithms that iterative update all these components until convergence. We show results on random matrices and an application on the approximation of graph Fourier transforms for directed and undirected graphs.

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