Lean Algebraic Multigrid (LAMG): Fast Graph Laplacian Linear Solver (1108.0123v1)

Abstract: Laplacian matrices of graphs arise in large-scale computational applications such as machine learning; spectral clustering of images, genetic data and web pages; transportation network flows; electrical resistor circuits; and elliptic partial differential equations discretized on unstructured grids with finite elements. A Lean Algebraic Multigrid (LAMG) solver of the linear system Ax=b is presented, where A is a graph Laplacian. LAMG's run time and storage are linear in the number of graph edges. LAMG consists of a setup phase, in which a sequence of increasingly-coarser Laplacian systems is constructed, and an iterative solve phase using multigrid cycles. General graphs pose algorithmic challenges not encountered in traditional applications of algebraic multigrid. LAMG combines a lean piecewise-constant interpolation, judicious node aggregation based on a new node proximity definition, and an energy correction of the coarse-level systems. This results in fast convergence and substantial overhead and memory savings. A serial LAMG implementation scaled linearly for a diverse set of 1666 real-world graphs with up to six million edges. This multilevel methodology can be fully parallelized and extended to eigenvalue problems and other graph computations.