A recursive butterfly factorization with optimality guarantees

David Persson, Paul G. Beckman, Tyler Chen, Diana Halikias, Christopher Musco

Abstract

We formalize a recursive format for representing a butterfly matrix. This new format naturally leads to a simple recursive algorithm for computing a quasi-optimal butterfly approximation to an arbitrary $N \times N$ matrix $A$. When the entries of $A$ are explicitly available, we show that the algorithm computes a butterfly matrix $B$ in $O(N^2)$ operations with approximation error $\|A - B\|_F$ at most a $O(\sqrt{\log(N)})$ factor away from that of the best possible approximation by a butterfly matrix. We also develop a matrix-free variant of the method, which uses $\widetilde{O}(\sqrt{N})$ matrix-vector products and $\widetilde{O}(N)$ working memory and, with high probability, returns a butterfly approximation with Frobenius norm error within a $O(N^{1/4})$-factor of the optimal error. We show that the algorithm is a reformulation of the hybrid butterfly factorization approach presented in [Liu et. al.; SISC, 43 (2021)]. Our paper therefore provides the first theoretical quasi-optimality guarantee for that algorithm.

Disclosure

“Declaration of generative AI and AI-assisted technologies in the manuscript preparation process. During the preparation of this work the authors used a Large Language Model in order to assist with generating figures, editing, and searching for typos. After using this”

PDF page 24
Classification
Drafting limited passages
Multiplier
5
Verified

Structural counts

Pages 38 pdf
Theorems 7 source
Lemmas 9 source
Propositions 0 source
Corollaries 1 source
Definitions 4 source
Displayed equations 158 source
Bibliography entries 71 source
Appendix pages 33 estimated

Count notes

  • Source counts use the expanded primary TeX file main.tex.
  • Appendix pages include the first PDF page with an explicit Appendix heading through the final page.