Stochastic Matrix-Function Estimators: Scalable Big-Data Kernels with High Performance

Abstract

In this era of Big Data, large graphs appear in many scientific domains. To extract the hidden knowledge/correlations in these graphs, novel methods need to be developed to analyse these graphs fast. In this paper, we present a unified framework of stochastic matrix-function estimators, which allows one to compute a subset of elements of the matrix f(A), where f is an arbitrary function and A is the adjacency matrix of the graph. The new framework has a computational cost proportional to the size of the subset, i.e. to obtain the diagonal of f(A) with matrix-size N, the computational cost is proportional to N contrary to the traditional N^3 from diagonalization. Furthermore, we will show that the new framework allows us to write implementations of the algorithm that scale naturally with the number of compute nodes and is easily ported to accelerators where the kernels perform very well.