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VAC:一种基于体积采样的近似Cholesky分解消去规则

VAC: A Volume-sampling-based Elimination Rule for Approximate Cholesky Factorization

Yves Baumann, Rasmus Kyng, Gernot Zöcklein

arXiv 2609.20241首次发表:更新:

AI 中文总结

本文提出VAC采样规则,通过均匀随机生成树减少近似Cholesky分解的填充,保留理论保证并支持线性时间与对数深度并行。

AI 中文摘要

我们提出体积近似Cholesky(VAC),一种用于实用近似Cholesky算法的替代采样规则。我们的规则对产生的乘积团采样一个均匀随机生成树,以减少每一步生成的填充量。采样随机生成树保留了(Kyng & Sachdeva 2016)中可证明正确方案的边边缘分布,同时确保了(Gao, Kyng & Spielman 2023)中提出的实用规则的精神下的连通性。我们的采样方法简单,可证明是线性时间的,并且还支持O(log n)深度的并行实现。

英文摘要

We propose Volume Appproximate Cholesky (VAC), an alternative sampling rule for practical approximate Cholesky algorithms. Our rule samples a uniformly random spanning tree of the arising product clique to reduce the fill-in generated at each step. Sampling a random spanning tree preserves the edgewise marginals of the provably correct scheme of (Kyng \& Sachdeva 2016), while ensuring connectivity in the spirit of the practical rule proposed in (Gao, Kyng \& Spielman 2023). Our sampling method is simple, provably linear time and also admits a $O(\log n)$ depth parallel implementation.

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