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A Two-pronged Progress in Structured Dense Matrix Vector Multiplication

机译:结构化密集基质矢量乘法的双管齐下进展

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Matrix-vector multiplication is one of the most fundamental computing primitives. Given a matrix A ∈ F~(N×N) and a vector b ∈ F~N, it is known that in the worst case Θ(N~2) operations over F are needed to compute Ab. Many types of structured matrices do admit faster multiplication. However, even given a matrix A that is known to have this property, it is hard in general to recover a representation of A exposing the actual fast multiplication algorithm. Additionally, it is not known in general whether the inverses of such structured matrices can be computed or multiplied quickly. A broad question is thus to identify classes of structured dense matrices that can be represented with O(N) parameters, and for which matrix-vector multiplication (and ideally other operations such as solvers) can be performed in a sub-quadratic number of operations. One such class of structured matrices that admit near-linear matrix-vector multiplication are the orthogonal poly-nomial transforms whose rows correspond to a family of orthogonal polynomials. Other well known classes include the Toeplitz, Hankel, Vandermonde, Cauchy matrices and their extensions (e.g. confluent Cauchy-like matrices) that are all special cases of a low displacement rank property. In this paper, we make progress on two fronts: 1. We introduce the notion of recurrence width of matrices. For matrices A with constant recurrence width, we design algorithms to compute both Ab and A~Tb with a near-linear number of operations. This notion of width is finer than all the above classes of structured matrices and thus we can compute near-linear matrix-vector multiplication for all of them using the same core algorithm. Furthermore, we show that it is possible to solve the harder problems of recovering the structured parameterization of a matrix with low recurrence width, and computing matrix-vector product with its inverse in near-linear time. 2. We additionally adapt our algorithm to a matrix-vector multiplication algorithm for a much more general class of matrices with displacement structure: those with low displacement rank with respect to quasiseparable matrices. This result is a novel connection between matrices with displacement structure and those with rank structure, two large but previously separate classes of structured matrices. This class includes Toeplitz-plus-Hankel-like matrices, the Discrete Trigonometric Transforms, and more, and captures all previously known matrices with displacement structure under a unified parameterization and algorithm. Our work unifies, generalizes, and simplifies existing state-of-the-art results in structured matrix-vector multiplication. Finally, we show how applications in areas such as multipoint evaluations of multivariate polynomials can be reduced to problems involving low recurrence width matrices.
机译:矩阵 - 矢量乘法是最基本的计算基元之一。给定矩阵a∈F〜(n×n)和矢量b∈f〜n,已知在最坏的情况下,需要F f的θ(n〜2)操作来计算ab。许多类型的结构化矩阵确实承认更快的乘法。然而,即使已知具有该属性的矩阵A,通常是难以恢复暴露实际快速乘法算法的表示。另外,通常不知道是否可以快速计算或乘以这种结构化矩阵的逆。因此,广泛的问题是识别可以用O(n)参数表示的结构化密集矩阵的类,并且可以在子二次操作数中执行矩阵 - 向量乘法(以及理想地是求解器)的矩阵矢量乘法(以及理想的其他操作) 。承认接近线性矩阵 - 向量乘法的一个这样的结构化矩阵是正交的多个变换,其行对应于正交多项式的家族。其他众所周知的课程包括Toeplitz,Hankel,Vandermonde,Cauchy矩阵及其延伸(例如汇合Cauchy样矩阵),这些速度是低位移级别的特殊情况。在本文中,我们在两个前面取得了进展:1。我们介绍了矩阵的复发宽度的概念。对于具有恒定复发宽度的矩阵A,我们设计算法以计算AB和A〜TB的近线操作。宽度的这种概念比所有上述结构化矩阵更精细,因此我们可以使用相同的核算算法计算所有它们的近线性矩阵矢量乘法。此外,我们表明可以解决具有低复发宽度的矩阵的结构化参数化的难度问题,以及在近线性时间内具有逆的矩阵矢量产品。 2.我们另外将我们的算法适应矩阵 - 向量乘法算法,了解具有位移结构的更多矩阵的矩阵:对于额定矩阵具有低位移等级的矩阵。这一结果是矩阵与位移结构的矩阵与具有等级结构的那些,两个大但先前单独的结构矩阵之间的新连接。该类包括Toeplitz-Plus-Hankel样矩阵,离散三角变换等,并且在统一的参数化和算法下捕获具有位移结构的所有先前已知的矩阵。我们的工作统一,概括并简化了结构化矩阵矢量乘法的现有最先进的结果。最后,我们展示了多元多项式的多点评估等领域的应用程序可以减少到涉及低复发宽度矩阵的问题。

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