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Published byPaul Goodman Modified over 6 years ago
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Parallel Algorithm Design using Spectral Graph Theory
Gary L Miller 1
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Spectral Graph Theory Use linear algebra to solve graph problems
Use graph theory to solve linear algebra problems We start with 1.
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Talking Point We need to develop fast parallel primitives that have many applications An important primitive: linear system solvers.
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oldest Computational Problem
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Image Denoising Image Segmentation
Given image + noise, recover image. Space X Moon Launch
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Convex Programs as a higher Primitive
Linear programs Maximum Flow in a graph. Minimum cost maximum flow Single source shortest path General Convex Programs Image denoising Machine Learning
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Interior point methods for Convex Programs
Karmarker, Renagar, Ye, Nesterov, Nemirovsky, Boyd, Vanderburghe, INPUT: Convex program with m constraints RUNTIME: O(√ m) linear system solves. One of the major breakthroughs of the 20th century. How fast is the solver?
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Special Linear Systems
A is Symmetric Diagonally Dominant (SDD) Symmetric. Diagonal entry at least sum of absolute values of off diagonals.
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Problems whose interior point pivot is a SDD system
Linear programs Maximum Flow in a graph. Minimum cost maximum flow Single source shortest path General Convex Programs Image denoising Several Machine Learning problems
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Fundamental Problem: Solving Linear Systems
n-by-n m non-zero entries Given matrix A, vector b Find vector x such that Ax=b Maybe draw matrix Ok with almost exact solutions
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Fast SDD solvers Input: n by n SDD matrix A with m non-zeros vector b
Output: Approximate solution x to Ax=b. Runtime: O(m log n log(1/ε)) Parallel solver, O(m1/3) depth and nearly-linear work
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Theoretical Applications of SDD Solvers: Multipule Iterations
Learning on graphical models. Planar graph embeddings. Finite Element PDEs Generating random spanning Maximum flow
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The Graph algorithms in the solver
Low Stretch Spanning Trees
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A better tree Recursive ‘C’ Construction
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Future directions Going from theory to practice.
Fundamental algorithm design missing More applications Work-efficient parallelizations? Fast solvers for Symmetric Positive Definite systems.
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Thank You! 16
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