# Faster Dynamic Matrix Inverse for Faster LPs

arXiv: https://arxiv.org/abs/2004.07470 · HTML: https://mlsanity.com/paper/2004.07470/

## Key facts

- Cited by 44 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Apr 2020.

## Built on by (most cited first, 30 of 44)

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## Abstract (arXiv)

Motivated by recent Linear Programming solvers, we design dynamic data structures for maintaining the inverse of an n× n real matrix under textitlow-rank updates, with polynomially faster amortized running time. Our data structure is based on a recursive application of the Woodbury-Morrison identity for implementing textitcascading low-rank updates, combined with recent sketching technology. Our techniques and amortized analysis of multi-level partial updates, may be of broader interest to dynamic matrix problems. This data structure leads to the fastest known LP solver for general (dense) linear programs, improving the running time of the recent algorithms of (Cohen et al.'19, Lee et al.'19, Brand'20) from O^*(n^2+ maxfrac16, ω-2, frac1-α2) to O^*(n^2+maxfrac118, ω-2, frac1-α2), where ω and α are the fast matrix multiplication exponent and its dual. Hence, under the common belief that ω ≈ 2 and α ≈ 1, our LP solver runs in O^*(n2.055) time instead of O^*(n2.16).
