Fast structured matrix computations: tensor rank and Cohn--Umans method (1601.00292v2)

Abstract: We discuss a generalization of the Cohn-Umans method, a potent technique developed for studying the bilinear complexity of matrix multiplication by embedding matrices into an appropriate group algebra. We investigate how the Cohn-Umans method may be used for bilinear operations other than matrix multiplication, with algebras other than group algebras, and we relate it to Strassen's tensor rank approach, the traditional framework for investigating bilinear complexity. To demonstrate the utility of the generalized method, we apply it to find the fastest algorithms for forming structured matrix-vector product, the basic operation underlying iterative algorithms for structured matrices. The structures we study include Toeplitz, Hankel, circulant, symmetric, skew-symmetric, f-circulant, block-Toeplitz-Toeplitz-block, triangular Toeplitz matrices, Toeplitz-plus-Hankel, sparse/banded/triangular. Except for the case of skew-symmetric matrices, for which we have only upper bounds, the algorithms derived using the generalized Cohn-Umans method in all other instances are the fastest possible in the sense of having minimum bilinear complexity. We also apply this framework to a few other bilinear operations including matrix-matrix, commutator, simultaneous matrix products, and briefly discuss the relation between tensor nuclear norm and numerical stability.