Emergent Mind

Sparsified Block Elimination for Directed Laplacians

(2111.10257)
Published Nov 19, 2021 in cs.DS

Abstract

We show that the sparsified block elimination algorithm for solving undirected Laplacian linear systems from [Kyng-Lee-Peng-Sachdeva-Spielman STOC'16] directly works for directed Laplacians. Given access to a sparsification algorithm that, on graphs with $n$ vertices and $m$ edges, takes time $\mathcal{T}{\rm S}(m)$ to output a sparsifier with $\mathcal{N}{\rm S}(n)$ edges, our algorithm solves a directed Eulerian system on $n$ vertices and $m$ edges to $\epsilon$ relative accuracy in time $$ O(\mathcal{T}{\rm S}(m) + {\mathcal{N}{\rm S}(n)\log {n}\log(n/\epsilon)}) + \tilde{O}(\mathcal{T}{\rm S}(\mathcal{N}{\rm S}(n)) \log n), $$ where the $\tilde{O}(\cdot)$ notation hides $\log\log(n)$ factors. By previous results, this implies improved runtimes for linear systems in strongly connected directed graphs, PageRank matrices, and asymmetric M-matrices. When combined with slower constructions of smaller Eulerian sparsifiers based on short cycle decompositions, it also gives a solver that runs in $O(n \log{5}n \log(n / \epsilon))$ time after $O(n2 \log{O(1)} n)$ pre-processing. At the core of our analyses are constructions of augmented matrices whose Schur complements encode error matrices.

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