Preconditioning in Expectation

Understand

We show that preconditioners constructed by random sampling can perform well without meeting the standard requirements of iterative methods.

• When applied to graph Laplacians, this leads to ultra-sparsifiers that in expectation behave as the nearly-optimal ones given by [Kolla-Makarychev-Saberi-Teng STOC`10].
• Combining this with the recursive preconditioning framework by [Spielman-Teng STOC`04] and improved embedding algorithms, this leads to algorithms that solve symmetric diagonally dominant linear systems and electrical flow problems in expected time close to $m\log^{1/2}n$ .