论文标题
部分可观测时空混沌系统的无模型预测
Solving Graph Laplacians via Multilevel Sparsifiers
论文作者
论文摘要
我们考虑用于解决一般加权图的laplacians的有效预处理。从理论上讲,光谱稀疏器(SSS)提供了最佳计算复杂性的预处理。但是,由于实现并发症,它们不容易用于现实世界应用。相反,跨编码(MG)方法是计算上有效的,但缺乏理论上的理由。为了弥合理论与实践之间的差距,我们采用了MG和SS方法的思想以及建议在理论保证的实践中使用的预处理。我们基于多级结构扩展原始图,以获得等效扩展的图。尽管扩展的图具有低直径,这是用于构建SSS的有利属性,但它具有负权重的边缘,这对于SSS来说是不利的属性。我们设计了一种算法以正确消除负重的边缘,并证明带有正加权边缘的所得扩展图在光谱上等同于扩展的图形,因此,原始图。由于阳性加权扩展的图形预处理(PEGP)的直径低,因此可以轻松地应用用于查找SSS的现有算法。为了证明与PEGP合作的优势,我们提出了一种可以以简单明了的方式构造的SS,多级宽松剂预处理(MSP)。我们提供了一些初步的数值实验来验证我们的理论发现,并说明了PEGP和MSP在实际应用中的实际有效性。
We consider effective preconditioners for solving Laplacians of general weighted graphs. Theoretically, spectral sparsifiers (SSs) provide preconditioners of optimal computational complexity. However, they are not easy to use for real-world applications due to the implementation complications. Multigrid (MG) methods, on the contrary, are computationally efficient but lack of theoretical justifications. To bridge the gap between theory and practice, we adopt ideas of MG and SS methods and proposed preconditioners that can be used in practice with theoretical guarantees. We expand the original graph based on a multilevel structure to obtain an equivalent expanded graph. Although the expanded graph has a low diameter, a favorable property for constructing SSs, it has negatively weighted edges, which is an unfavorable property for the SSs. We design an algorithm to properly eliminate the negatively weighted edges and prove that the resulting expanded graph with positively weighted edges is spectrally equivalent to the expanded graph, thus, the original graph. Due to the low-diameter property of the positively-weighted expanded graph preconditioner (PEGP), existing algorithms for finding SSs can be easily applied. To demonstrate the advantage of working with the PEGP, we propose a type of SS, multilevel sparsifier preconditioner (MSP), that can be constructed in an easy and deterministic manner. We provide some preliminary numerical experiments to verify our theoretical findings and illustrate the practical effectiveness of PEGP and MSP in real-world applications.