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arXiv 2107.08090cs.DScs.LG
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当前矩阵乘法时间下线性代数的近优算法

Near-Optimal Algorithms for Linear Algebra in the Current Matrix Multiplication Time

MIT(麻省理工学院);IBM Research Almaden(IBM阿尔马登研究院);CMU(卡内基梅隆大学)

Nadiia Chepurko, Kenneth L. Clarkson, Praneeth Kacham, David P. Woodruff

摘要:

在数值线性代数社区中,有人建议要获得各种问题的近似最优边界,例如秩计算,找到列的最大线性无关子集(基),回归或低秩近似,一种自然的方法是解决Nelson和Nguyen的主要开放问题(FOCS,2013)。这个问题是关于对数因子在现有的不经意子空间嵌入,实现常数因子近似的草图尺寸。我们将展示如何绕过这个问题,使用一个精致的草图技术,并获得这些问题的最佳或接近最佳的界限。我们使用的一个关键技术是基于不确定性原理和提取器的Indyk显式映射,在首先应用已知的不经意子空间嵌入之后,使我们能够快速扩展向量的质量,以便采样现在是有效的。因此,我们避免了对数因子的草图尺寸,这是标准的边界证明,使用矩阵Beschoff不等式。对于秩计算和找到基的基本问题,我们的算法改进了Cheung,Kwok和Lau(JACM,2013),并且分别在常数因子和poly(log log(n))因子内是最优的。此外,对于常因子回归和低秩近似,我们给出了当前矩阵乘法指数的第一个最优算法。

英文摘要:

In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank approximation, a natural way would be to resolve the main open question of Nelson and Nguyen (FOCS, 2013). This question is regarding the logarithmic factors in the sketching dimension of existing oblivious subspace embeddings that achieve constant-factor approximation. We show how to bypass this question using a refined sketching technique, and obtain optimal or nearly optimal bounds for these problems. A key technique we use is an explicit mapping of Indyk based on uncertainty principles and extractors, which after first applying known oblivious subspace embeddings, allows us to quickly spread out the mass of the vector so that sampling is now effective. We thereby avoid a logarithmic factor in the sketching dimension that is standard in bounds proven using the matrix Chernoff inequality. For the fundamental problems of rank computation and finding a basis, our algorithms improve Cheung, Kwok, and Lau (JACM, 2013), and are optimal to within a constant factor and a poly(log log(n))-factor, respectively. Further, for constant-factor regression and low-rank approximation we give the first optimal algorithms, for the current matrix multiplication exponent.

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