Approximating persistent homology for a cloud of $n$ points in a subquadratic time (1312.1494v2)

Abstract: The Vietoris-Rips filtration for an $n$-point metric space is a sequence of large simplicial complexes adding a topological structure to the otherwise disconnected space. The persistent homology is a key tool in topological data analysis and studies topological features of data that persist over many scales. The fastest algorithm for computing persistent homology of a filtration has time $O(M(u)+u^2\log^2 u)$, where $u$ is the number of updates (additions or deletions of simplices), $M(u)=O(u^{2.376})$ is the time for multiplication of $u\times u$ matrices. For a space of $n$ points given by their pairwise distances, we approximate the Vietoris-Rips filtration by a zigzag filtration consisting of $u=o(n)$ updates, which is sublinear in $n$. The constant depends on a given error of approximation and on the doubling dimension of the metric space. Then the persistent homology of this sublinear-size filtration can be computed in time $o(n^2)$, which is subquadratic in $n$.