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Register a new userIs Nearly-linear the same in Theory and Practice? A Case Study with a Combinatorial Laplacian Solver
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Added by
Henning Meyerhenke
Publication date
2015
fields
Informatics Engineering
and research's language is
English
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Linear system solving is one of the main workhorses in applied mathematics. Recently, theoretical computer scientists have contributed sophisticated algorithms for solving linear systems with symmetric diagonally dominant matrices (a class to which Laplacian matrices belong) in provably nearly-linear time. While these algorithms are highly interesting from a theoretical perspective, there are no published results how they perform in practice. With this paper we address this gap. We provide the first implementation of the combinatorial solver by [Kelner et al., STOC 2013], which is particularly appealing for implementation due to its conceptual simplicity. The algorithm exploits that a Laplacian matrix corresponds to a graph; solving Laplacian linear systems amounts to finding an electrical flow in this graph with the help of cycles induced by a spanning tree with the low-stretch property. The results of our comprehensive experimental study are ambivalent. They confirm a nearly-linear running time, but for reasonable inputs the constant factors make the solver much slower than methods with higher asymptotic complexity. One other aspect predicted by theory is confirmed by our findings, though: Spanning trees with lower stretch indeed reduce the solvers running time. Yet, simple spanning tree algorithms perform in practice better than those with a guaranteed low stretch.
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A new method for solving Laplacian linear systems proposed by Kelner et al. involves the random sampling and update of fundamental cycles in a graph. Kelner et al. proved asymptotic bounds on the complexity of this method but did not report experimental results. We seek to both evaluate the performance of this approach and to explore improvements to it in practice. We compare the performance of this method to other Laplacian solvers on a variety of real world graphs. We consider different ways to improve the performance of this method by exploring different ways of choosing the set of cycles and the sequence of updates, with the goal of providing more flexibility and potential parallelism. We propose a parallel model of the Kelner et al. method, for evaluating potential parallelism in terms of the span of edges updated at each iteration. We provide experimental results comparing the potential parallelism of the fundamental cycle basis and our extended cycle set. Our preliminary experiments show that choosing a non-fundamental set of cycles can save significant work compared to a fundamental cycle basis.
Matrices associated with graphs, such as the Laplacian, lead to numerous interesting graph problems expressed as linear systems. One field where Laplacian linear systems play a role is network analysis, e. g. for certain centrality measures that indicate if a node (or an edge) is important in the network. One such centrality measure is current-flow closeness. To allow network analysis workflows to profit from a fast Laplacian solver, we provide an implementation of the LAMG multigrid solver in the NetworKit package, facilitating the computation of current-flow closeness values or related quantities. Our main contribution consists of two algorithms that accelerate the current-flow computation for one node or a reasonably small node subset significantly. One sampling-based algorithm provides an unbiased estimation of the related electrical farness, the other one is based on the Johnson-Lindenstrauss transform. Our inexact algorithms lead to very accurate results in practice. Thanks to them one is now able to compute an estimation of current-flow closeness of one node on networks with tens of millions of nodes and edges within seconds or a few minutes. From a network analytical point of view, our experiments indicate that current-flow closeness can discriminate among different nodes significantly better than traditional shortest-path closeness and is also considerably more resistant to noise -- we thus show that two known drawbacks of shortest-path closeness are alleviated by the current-flow variant.
We show how to solve directed Laplacian systems in nearly-linear time. Given a linear system in an $n times n$ Eulerian directed Laplacian with $m$ nonzero entries, we show how to compute an $epsilon$-approximate solution in time $O(m log^{O(1)} (n) log (1/epsilon))$. Through reductions from [Cohen et al. FOCS16] , this gives the first nearly-linear time algorithms for computing $epsilon$-approximate solutions to row or column diagonally dominant linear systems (including arbitrary directed Laplacians) and computing $epsilon$-approximations to various properties of random walks on directed graphs, including stationary distributions, personalized PageRank vectors, hitting times, and escape probabilities. These bounds improve upon the recent almost-linear algorithms of [Cohen et al. STOC17], which gave an algorithm to solve Eulerian Laplacian systems in time $O((m+n2^{O(sqrt{log n log log n})})log^{O(1)}(n epsilon^{-1}))$. To achieve our results, we provide a structural result that we believe is of independent interest. We show that Laplacians of all strongly connected directed graphs have sparse approximate LU-factorizations. That is, for every such directed Laplacian $ {mathbf{L}}$, there is a lower triangular matrix $boldsymbol{mathit{{mathfrak{L}}}}$ and an upper triangular matrix $boldsymbol{mathit{{mathfrak{U}}}}$, each with at most $tilde{O}(n)$ nonzero entries, such that their product $boldsymbol{mathit{{mathfrak{L}}}} boldsymbol{mathit{{mathfrak{U}}}}$ spectrally approximates $ {mathbf{L}}$ in an appropriate norm. This claim can be viewed as an analogue of recent work on sparse Cholesky factorizations of Laplacians of undirected graphs. We show how to construct such factorizations in nearly-linear time and prove that, once constructed, they yield nearly-linear time algorithms for solving directed Laplacian systems.
In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of sequential rounds of queries it makes to the evaluation oracle of the function, where in every round the algorithm is allowed to make polynomially-many parallel queries. Adaptivity is an important consideration in settings where the objective function is estimated using samples and in applications where adaptivity is the main running time bottleneck. Previous algorithms achieving a nearly-optimal $1 - 1/e - epsilon$ approximation require $Omega(n)$ rounds of adaptivity. In this work, we give the first algorithm that achieves a $1 - 1/e - epsilon$ approximation using $O(ln{n} / epsilon^2)$ rounds of adaptivity. The number of function evaluations and additional running time of the algorithm are $O(n mathrm{poly}(log{n}, 1/epsilon))$.
We consider the problem of maximizing a monotone submodular function subject to a knapsack constraint. Our main contribution is an algorithm that achieves a nearly-optimal, $1 - 1/e - epsilon$ approximation, using $(1/epsilon)^{O(1/epsilon^4)} n log^2{n}$ function evaluations and arithmetic operations. Our algorithm is impractical but theoretically interesting, since it overcomes a fundamental running time bottleneck of the multilinear extension relaxation framework. This is the main approach for obtaining nearly-optimal approximation guarantees for important classes of constraints but it leads to $Omega(n^2)$ running times, since evaluating the multilinear extension is expensive. Our algorithm maintains a fractional solution with only a constant number of entries that are strictly fractional, which allows us to overcome this obstacle.
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