Well-Conditioned Oblivious Perturbations in Linear Space
- URL: http://arxiv.org/abs/2604.23193v1
- Date: Sat, 25 Apr 2026 07:54:23 GMT
- Title: Well-Conditioned Oblivious Perturbations in Linear Space
- Abstract summary: Perturbing a deterministic $n$-dimensional matrix with small Gaussian noise is a cornerstone of smoothed analysis of algorithms.<n>We propose a perturbation that requires generating and storing $O(n)$ random numbers in $O(log n)$ bits of precision.<n>Our result implies a better complexity for the conjugate gradient algorithm, showing that we can solve an $ntimes n$ linear system in linear space to within an arbitrarily small constant backward error.
- Score: 3.7042474403746706
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Perturbing a deterministic $n$-dimensional matrix with small Gaussian noise is a cornerstone of smoothed analysis of algorithms [Spielman and Teng, JACM 2004], as it reduces the condition number of the input to $O(n)$, and with it the complexity of many matrix algorithms. However, when deployed algorithmically, these perturbations are expensive due to the cost of generating and storing $n^2$ Gaussian random variables. We propose a perturbation that requires generating and storing $O(n)$ random numbers in $O(\log n)$ bits of precision, and reduces the condition number of any deterministic matrix to $O(n)$, matching Gaussian perturbations. Our result in particular implies a better complexity for the perturbed conjugate gradient algorithm, showing that we can solve an $n\times n$ linear system in linear space to within an arbitrarily small constant backward error using $O(n)$ matrix-vector products. In our construction, we introduce the concept of a pattern matrix, which is a dense deterministic matrix that maps all sparse vectors into dense vectors, and we combine it with a sparse perturbation whose entries are dependent and located in a non-uniform fashion. In order to analyze this construction, we develop new techniques for lower bounding the smallest singular value of a random matrix with dependent entries.
Related papers
- Quantum Algorithms for Projection-Free Sparse Convex Optimization [32.34794896079469]
For the vector domain, we propose two quantum algorithms for sparse constraints that find a $varepsilon$-optimal solution with the query complexity of $O(sqrtd/varepsilon)$.<n>For the matrix domain, we propose two quantum algorithms for nuclear norm constraints that improve the time complexity to $tildeO(rd/varepsilon2)$ and $tildeO(sqrtrd/varepsilon3)$.
arXiv Detail & Related papers (2025-07-11T12:43:58Z) - Optimal Quantization for Matrix Multiplication [29.75700570685703]
Algorithmically, we construct a universal quantizer based on nested lattices with an explicit guarantee of approximation error.<n>A practical low-complexity version of our quantizer achieves performance quite close to optimal.
arXiv Detail & Related papers (2024-10-17T17:19:48Z) - Fine-grained Analysis and Faster Algorithms for Iteratively Solving Linear Systems [9.30306458153248]
Despite being a key bottleneck in many machine learning tasks, the cost of solving large linear systems has proven challenging to quantify.<n>We consider a fine-grained notion of complexity for solving linear systems, which is motivated by applications where the data exhibits low-dimensional structure.<n>We give a algorithm based on the Sketch-and-Project paradigm, that solves the linear system $Ax = b$, that is, finds $barx$ such that $|Abarx - b| le epsilon |b|$, in time
arXiv Detail & Related papers (2024-05-09T14:56:49Z) - Oja's Algorithm for Streaming Sparse PCA [7.059472280274011]
Oja's algorithm for Streaming Principal Component Analysis (PCA) for $n$ data-points in a $d$ dimensional space achieves the same sin-squared error $O(r_mathsfeff/n)$ as the offline algorithm in $O(d)$ space and $O(nd)$ time.<n>We show that a simple single-pass procedure that thresholds the output of Oja's algorithm can achieve the minimax error bound under some regularity conditions in $O(d)$ space and $O(nd)$ time.
arXiv Detail & Related papers (2024-02-11T16:36:48Z) - Efficiently Learning One-Hidden-Layer ReLU Networks via Schur
Polynomials [50.90125395570797]
We study the problem of PAC learning a linear combination of $k$ ReLU activations under the standard Gaussian distribution on $mathbbRd$ with respect to the square loss.
Our main result is an efficient algorithm for this learning task with sample and computational complexity $(dk/epsilon)O(k)$, whereepsilon>0$ is the target accuracy.
arXiv Detail & Related papers (2023-07-24T14:37:22Z) - Near-Optimal Bounds for Learning Gaussian Halfspaces with Random
Classification Noise [50.64137465792738]
We show that any efficient SQ algorithm for the problem requires sample complexity at least $Omega(d1/2/(maxp, epsilon)2)$.
Our lower bound suggests that this quadratic dependence on $1/epsilon$ is inherent for efficient algorithms.
arXiv Detail & Related papers (2023-07-13T18:59:28Z) - Sketching Algorithms and Lower Bounds for Ridge Regression [65.0720777731368]
We give a sketching-based iterative algorithm that computes $1+varepsilon$ approximate solutions for the ridge regression problem.
We also show that this algorithm can be used to give faster algorithms for kernel ridge regression.
arXiv Detail & Related papers (2022-04-13T22:18:47Z) - Householder Dice: A Matrix-Free Algorithm for Simulating Dynamics on
Gaussian and Random Orthogonal Ensembles [12.005731086591139]
Householder Dice (HD) is an algorithm for simulating dynamics on dense random matrix ensembles with translation-invariant properties.
The memory and costs of the HD algorithm are $mathcalO(nT)$ and $mathcalO(nT2)$, respectively.
Numerical results demonstrate the promise of the HD algorithm as a new computational tool in the study of high-dimensional random systems.
arXiv Detail & Related papers (2021-01-19T04:50:53Z) - Quantum algorithms for spectral sums [50.045011844765185]
We propose new quantum algorithms for estimating spectral sums of positive semi-definite (PSD) matrices.
We show how the algorithms and techniques used in this work can be applied to three problems in spectral graph theory.
arXiv Detail & Related papers (2020-11-12T16:29:45Z) - Linear-Sample Learning of Low-Rank Distributions [56.59844655107251]
We show that learning $ktimes k$, rank-$r$, matrices to normalized $L_1$ distance requires $Omega(frackrepsilon2)$ samples.
We propose an algorithm that uses $cal O(frackrepsilon2log2fracepsilon)$ samples, a number linear in the high dimension, and nearly linear in the matrices, typically low, rank proofs.
arXiv Detail & Related papers (2020-09-30T19:10:32Z) - Optimal Iterative Sketching with the Subsampled Randomized Hadamard
Transform [64.90148466525754]
We study the performance of iterative sketching for least-squares problems.
We show that the convergence rate for Haar and randomized Hadamard matrices are identical, andally improve upon random projections.
These techniques may be applied to other algorithms that employ randomized dimension reduction.
arXiv Detail & Related papers (2020-02-03T16:17:50Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.