Construction of Hierarchically Semi-Separable Matrix Representation using Adaptive Johnson-Lindenstrauss Sketching
Early Career Math Colloquium
We extend an adaptive partially matrix-free Hierarchically Semi-Separable (HSS) matrix construction algorithm which uses Gaussian sketching operators to a broader class of Johnson-Lindenstrauss (JL) sketching operators. We present theoretical work which justifies this extension. In particular, we extend the earlier Gaussian concentration bounds to all JL sketching operators and examine this bound for specific classes of such operators including the original Gaussian sketching operators, subsampled randomized Hadamard transform (SRHT) and the sparse Johnson-Lindenstrauss transform (SJLT). We discuss the implementation details of applying SJLT efficiently and demonstrate experimentally that using SJLT instead of Gaussian sketching operators leads to 1.5--2.5x speedups of the HSS construction implementation in the STRUMPACK C++ library. The generalized algorithm allows users to select their own JL sketching operators with theoretical lower bounds on the size of the operators which may lead to faster run time with similar HSS construction accuracy.