Symmetry-based matrix factorization

摘要

We present a method for factoring a given matrix M into a short product of sparse matrices, provided that M has a suitable "symmetry". This sparse factorization represents a fast algorithm for the matrix-vector multiplication with M. The factorization method consists of two essential steps. First, a combinatorial search is used to compute a suitable symmetry of M in the form of a pair of group representations. Second, the group representations are decomposed stepwise, which yields factorized decomposition matrices and determines a sparse factorization of M. The focus of this article is the first step, finding the symmetries. All algorithms described have been implemented in the library AREP. We present examples for automatically generated sparse factorizations―and hence fast algorithms―for a class of matrices corresponding to digital signal processing transforms including the discrete Fourier, cosine, Hartley, and Haar transforms.