← 研踪 PaperTrailarXiv:2611.09601 · v1
A Fast and Accurate Algorithm for the $p \to q$ Norm of Sparse Non-Negative Matrices
首次提交 2026-11-06 23:28
版本更新 2026-11-06 23:28
雷达观测 2026-11-09 13:22
摘要
We present an algorithm that computes the $p \to q$ norm of a non-negative matrix with $s$ nonzero entries to accuracy $\varepsilon$ in time $\widetilde{O}(s^{3/2} \log (1/\varepsilon))$, for any $p \ge q \ge 1$. The fastest algorithm previously designed for this problem has running time $\widetilde{O}(s / \varepsilon)$ (Objois and Vladu, 2026), which is slower when high accuracy solutions are desired. Our algorithm employs a surprising application of Laplacian solvers inside an Interior Point Method (IPM). We formulate the problem as a linear optimization problem over a product of power cones, and show that the Newton updates of the IPM can be computed by solving a Laplacian system in a Schur complement after subtracting a rank-2 matrix. We also discuss an implementation of our algorithm, showing that it is practical and it outperforms optimized solvers such as MOSEK by factors of up to $20\times$ on a variety of tasks.
作者备注:31 pages, 6 figures
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v1 · 2026-11-06 23:28 · 最新观测版本
A Fast and Accurate Algorithm for the $p \to q$ Norm of Sparse Non-Negative Matrices
We present an algorithm that computes the $p \to q$ norm of a non-negative matrix with $s$ nonzero entries to accuracy $\varepsilon$ in time $\widetilde{O}(s^{3/2} \log (1/\varepsilon))$, for any $p \ge q \ge 1$. The fastest algorithm previously designed for this problem has running time $\widetilde{O}(s / \varepsilon)$ (Objois and Vladu, 2026), which is slower when high accuracy solutions are desired. Our algorithm employs a surprising application of Laplacian solvers inside an Interior Point Method (IPM). We formulate the problem as a linear optimization problem over a product of power cones, and show that the Newton updates of the IPM can be computed by solving a Laplacian system in a Schur complement after subtracting a rank-2 matrix. We also discuss an implementation of our algorithm, showing that it is practical and it outperforms optimized solvers such as MOSEK by factors of up to $20\times$ on a variety of tasks.
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