Sparsified Cholesky and Multigrid Solvers for Connection Laplacians

Series: 
ACO Student Seminar
Friday, January 15, 2016 - 13:00
1 hour (actually 50 minutes)
Location: 
Skiles 005
,  
Georgia Tech
Organizer: 
We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.We use these new algorithms to derive the first nearly linear time algorithms for solving systems of equations in connection Laplacians, a generalization of Laplacian matrices that arise in many problems inimage and signal processing.We also prove that every connection Laplacian has a linear sized approximate inverse. This is an LU factorization with a linear number of nonzero entries that is a strong approximation of the originalmatrix. Using such a factorization one can solve systems of equations in a connection Laplacian in linear time. Such a factorization was unknown even for ordinary graph Laplacians.Joint work with Rasmus Kyng, Yin Tat Lee, Sushant Sachdeva, and Daniel Spielman. Manuscript at http://arxiv.org/abs/1512.01892.