Entrywise Approximate Solutions for SDDM Systems in Almost-Linear Time
Angelo Farfan, Mehrdad Ghadiri, Junzhao Yang
TL;DR
The paper tackles the problem of solving $\boldsymbol{L}\boldsymbol{x}=\boldsymbol{b}$ for invertible SDDM matrices with strong entrywise guarantees. It introduces a novel combination of a low-diameter (LD) cover and a threshold-decay (TD) framework, augmented with predictive insights, to drive only a small, targeted active set in each iteration. The main contribution is an entrywise $\underline{\approx}_{\epsilon}$ solution achieved in time $\widetilde{O}(m 2^{O(\sqrt{\log n})} \log^{2}(U\epsilon^{-1}\delta^{-1}))$, with high probability and modest bit complexity, by solving a sequence of normwise partial systems on strategically chosen subgraphs. This approach advances practical solvers for Laplacian-like systems by enabling accurate recovery of large coordinates while efficiently handling many small coordinates, with implications for numerical linear algebra and graph-based computations in near-linear time.
Abstract
We present an algorithm that given any invertible symmetric diagonally dominant M-matrix (SDDM), i.e., a principal submatrix of a graph Laplacian, $\boldsymbol{\mathit{L}}$ and a nonnegative vector $\boldsymbol{\mathit{b}}$, computes an entrywise approximation to the solution of $\boldsymbol{\mathit{L}} \boldsymbol{\mathit{x}} = \boldsymbol{\mathit{b}}$ in $\tilde{O}(m n^{o(1)})$ time with high probability, where $m$ is the number of nonzero entries and $n$ is the dimension of the system.
