Matrix multiplication algorithm: Difference between revisions

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Sub-cubic algorithms: Progress on leading coefficients for Strassen-like algorithm with a 2x2-blockmatrix decomposition.
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Algorithms exist that provide better running times than the straightforward ones. The first to be discovered was [[Strassen algorithm|Strassen's algorithm]], devised by [[Volker Strassen]] in 1969 and often referred to as "fast matrix multiplication". It is based on a way of multiplying two {{math|2 × 2}}-matrices which requires only 7 multiplications (instead of the usual 8), at the expense of several additional addition and subtraction operations. Applying this recursively gives an algorithm with a multiplicative cost of <math>O( n^{\log_{2}7}) \approx O(n^{2.807})</math>. Strassen's algorithm is more complex, and the [[numerical stability]] is reduced compared to the naïve algorithm,<ref>{{Citation | last1=Miller | first1=Webb | title=Computational complexity and numerical stability | citeseerx = 10.1.1.148.9947 | year=1975 | journal=SIAM News | volume=4 | issue=2 | pages=97–107 | doi=10.1137/0204009}}</ref> but it is faster in cases where {{math|''n'' > 100}} or so<ref name="skiena"/> and appears in several libraries, such as [[Basic Linear Algebra Subprograms|BLAS]].<ref>{{cite book |last1=Press |first1=William H. |last2=Flannery |first2=Brian P. |last3=Teukolsky |first3=Saul A. |author3-link=Saul Teukolsky |last4=Vetterling |first4=William T. |title=Numerical Recipes: The Art of Scientific Computing |publisher=[[Cambridge University Press]] |edition=3rd |isbn=978-0-521-88068-8 |year=2007 |page=[https://archive.org/details/numericalrecipes00pres_033/page/n131 108]|title-link=Numerical Recipes }}</ref> It is very useful for large matrices over exact domains such as [[finite field]]s, where numerical stability is not an issue.
 
Since Strassen's algorithm is actually used in practical numerical software and computer algebra systems improving on the constants hidden in the [[big O notation]] has its merits. A table which compares key aspects of improved version based on recursive multiplication of 2x2-block matrices via 7 block matrix multiplications follows. As usual <math>n</math> gives the dimensions of the matrix and <math>M</math> designates the memory size.
 
{| class="wikitable"
|+ Progress for Strassen-like recursive 2x2-block matrix multiplication
|-
! Year !! Reference !! #matrix multiplications per step !! #matrix additions per step !! total arithmetic operations !! total I/O-complexity
|-
| 1969 || Strassen<ref>{{cite journal |last=Strassen |first=Volker |title=Gaussian Elimination is not Optimal |journal=Numer. Math. |volume=13 |issue= 4 |pages=354–356 |year=1969 |doi=10.1007/BF02165411 |s2cid=121656251 }}</ref> || 7 || 18 || <math>7n^{\log_2 7}-6n^2</math> || <math>6\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)^{\log_2 7}\cdot M-18n^2 +3M</math>
|-
| 1971 || Winograd<ref>{{cite journal |last=Winograd |first=Shmuel |title=On multiplication of 2×2 matrices |journal=Linear algebra and its applications |volume=4 |issue= 4 |pages=381–388 |year=1971 |doi=10.1016/0024-3795(71)90009-7}}</ref> || 7 || 15 || <math>6n^{\log_2 7}-5n^2</math> || <math>5\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)^{\log_2 7}\cdot M-15n^2 +3M</math>
|-
| 2017 || Karstadt, Schwartz<ref>{{cite conference |url=https://dl.acm.org/doi/10.1145/3087556.3087579 |title=Matrix Multiplication, a Little Faster |last1=Karstadt |first1=Elaye |last2=Schwartz |first2=Oded |date=July 2017 |publisher= |book-title=Proceedings of the 29th ACM Symposium on Parallelism in Algorithms and Architectures |pages=101–110 |conference=SPAA '17 |doi=10.1145/3087556.3087579}}</ref> || 7 || 12 || <math>5n^{\log_2 7}-3n^2+3n^2\log_2n</math> || <math>4\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)^{\log_2 7}\cdot M-12n^2 +3n^2\cdot\log_2\left(\frac{\sqrt{2}n}{\sqrt{M}}\right) +5M</math>
|}
 
It is known that a Strassen-like algorithm with a 2x2-block matrix step requires at least 7 block matrix multiplications. In 1976 Probert<ref>{{cite journal |last=Probert |first=Robert L. |title=On the additive complexity of matrix multiplication |journal=SIAM J. Comput. |volume=5 |issue= 2 |pages=187–203 |year=1976 |doi=10.1137/0205016}}</ref> showed that such an algorithm requires at least 15 additions (including subtractions), however a hidden assumption was that the blocks and the 2x2-blockmatrix are represented in the same basis. Karstadt and Schwartz computed in different bases and traded 3 additions for less expensive basis transformations. They also proved that one cannot go below 12 additions per step using different bases. In subsequent work Beniamini et el.<ref>{{cite arXiv|arxiv=2008.03759}}</ref> applied this base change trick to more general decompositions than 2x2-blockmatrices and improved leading constant for their run times.
 
It is an open question in [[theoretical computer science]] how well Strassen's algorithm can be improved in terms of [[Time complexity|asymptotic complexity]]. The ''matrix multiplication exponent'', usually denoted <math>\omega</math>, is the smallest real number for which any <math>n\times n</math> matrix over a field can be multiplied together using <math>n^{\omega + o(1)}</math> field operations. The current best bound on <math>\omega</math> is <math>\omega < 2.3728596</math>, by Josh Alman and [[Virginia Vassilevska Williams]].<ref name="aw20" /> This algorithm, like all other recent algorithms in this line of research, is a generalization of the Coppersmith–Winograd algorithm, which was given by [[Don Coppersmith]] and [[Shmuel Winograd]] in 1990.<ref name="coppersmith">{{Citation|doi=10.1016/S0747-7171(08)80013-2 |title=Matrix multiplication via arithmetic progressions |url=http://www.cs.umd.edu/~gasarch/TOPICS/ramsey/matrixmult.pdf |year=1990 |last1=Coppersmith |first1=Don |last2=Winograd |first2=Shmuel |journal=Journal of Symbolic Computation |volume=9|issue=3|pages=251|doi-access=free }}</ref> The conceptual idea of these algorithms are similar to Strassen's algorithm: a way is devised for multiplying two {{math|''k'' × ''k''}}-matrices with fewer than {{math|''k''<sup>3</sup>}} multiplications, and this technique is applied recursively. However, the constant coefficient hidden by the [[Big O notation]] is so large that these algorithms are only worthwhile for matrices that are too large to handle on present-day computers.<ref>{{citation