Advancing matrix computations with randomized preprocessing

  • Authors:
  • Victor Y. Pan;Guoliang Qian;Ai-Long Zheng

  • Affiliations:
  • Department of Mathematics and Computer Science, Lehman College of the City University of New York, Bronx, NY;Ph.D. Programs in Mathematics and Computer Science, The Graduate Center of the City University of New York, New York, NY;Ph.D. Programs in Mathematics and Computer Science, The Graduate Center of the City University of New York, New York, NY

  • Venue:
  • CSR'10 Proceedings of the 5th international conference on Computer Science: theory and Applications
  • Year:
  • 2010

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Abstract

The known algorithms for linear systems of equations perform significantly slower where the input matrix is ill conditioned, that is lies near a matrix of a smaller rank. The known methods counter this problem only for some important but special input classes, but our novel randomized augmentation techniques serve as a remedy for a typical ill conditioned input and similarly facilitates computations with rank deficient input matrices. The resulting acceleration is dramatic, both in terms of the proved bit-operation cost bounds and the actual CPU time observed in our tests. Our methods can be effectively applied to various other fundamental matrix and polynomial computations as well.