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USing randomization to make recursive matrix algorithms practical

机译:使用随机化使递归矩阵算法实用

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Recursive block decomposition algorithms (also known as quadtree algorithms when the blocks are all square) have been proposed to solve well-known problems such as matrix addition, multiplication, inversion, determinant computation, block LDU decomposition and Cholesky and QR factorization. Until now, such algorithms have been seen as impractical, since they require leading submatrices of the input matrix to be invertible (which is rarely guaranteed). We show how to randomize an input matrix to guarantee that submatrices meet these requirements, and to make recursive block decomposition methods practical on well- conditioned input matrices. The resulting algorithms are elegant, and we show the recursive programs can perform well for both dense and sparse matrices, although with randomization dense computations seem most practical. By 'homogenizing' the input, randomization provides a way to avoid degeneracy in numerical problems that permits simple recursive quadtree algorithms to solve these problems.
机译:已经提出了递归块分解算法(当块都是正方形时也称为四叉树算法)来解决众所周知的问题,例如矩阵加法,乘法,求逆,行列式计算,块LDU分解以及Cholesky和QR分解。到现在为止,这种算法被认为是不切实际的,因为它们要求输入矩阵的前导子矩阵是可逆的(很少保证)。我们展示了如何使输入矩阵随机化以确保子矩阵满足这些要求,并使递归块分解方法在条件良好的输入矩阵上切实可行。生成的算法很优雅,我们证明了递归程序对于稠密和稀疏矩阵都可以很好地执行,尽管采用随机化,稠密计算似乎是最实用的。通过“均化”输入,随机化提供了一种避免数值问题退化的方法,该方法允许简单的递归四叉树算法来解决这些问题。

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