Near-Optimal Algorithms for Linear Algebra in the Current Matrix Multiplication Time
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Abstract (arXiv)
In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank approximation, a natural way would be to resolve the main open question of Nelson and Nguyen (FOCS, 2013). This question is regarding the logarithmic factors in the sketching dimension of existing oblivious subspace embeddings that achieve constant-factor approximation. We show how to bypass this question using a refined sketching technique, and obtain optimal or nearly optimal bounds for these problems. A key technique we use is an explicit mapping of Indyk based on uncertainty principles and extractors, which after first applying known oblivious subspace embeddings, allows us to quickly spread out the mass of the vector so that sampling is now effective. We thereby avoid a logarithmic factor in the sketching dimension that is standard in bounds proven using the matrix Chernoff inequality. For the fundamental problems of rank computation and finding a basis, our algorithms improve Cheung, Kwok, and Lau (JACM, 2013), and are optimal to within a constant factor and a poly(log log(n))-factor, respectively. Further, for constant-factor regression and low-rank approximation we give the first optimal algorithms, for the current matrix multiplication exponent.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 18 of its 39 references that are in the map. First posted on arXiv 16 Jul 2021.
Builds on
18 of 39 references.
References · 18
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6 more
- 2014Optimal CUR Matrix Decompositionscited by 29
- 2013Toward a unified theory of sparse dimensionality reduction in Euclidean spacecited by 15
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- 2020Input-Sparsity Low Rank Approximation in Schatten Normcited by 7
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- 2020Projection-Cost-Preserving Sketches: Proof Strategies and Constructionscited by 6
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Citing papers per year: 2023: 1; 2024: 3.
4 papers.
- 2023Optimal Embedding Dimension for Sparse Subspace Embeddingscited by 11
- 2024Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioningcited by 4
- 2024Optimal Oblivious Subspace Embeddings with Near-optimal Sparsitycited by 4
- 2024Distributed Least Squares in Small Space via Sketching and Bias Reductioncited by 3
- 2024Optimal Oblivious Subspace Embeddings with Near-optimal Sparsity13 Nov 2024
- 2024Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioning9 May 2024
- 2024Distributed Least Squares in Small Space via Sketching and Bias Reduction8 May 2024
- 2023Optimal Embedding Dimension for Sparse Subspace Embeddings17 Nov 2023