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excellent question! Basically you could use the SDD solver http://math.mit.edu/~kelner/Publications/Docs/1301.6628v1.pdf http://math.mit.edu/~kelner/Publication
by carterschonwald 13y ago
excellent question!
Basically you could use the SDD solver http://math.mit.edu/~kelner/Publications/Docs/1301.6628v1.pdf http://math.mit.edu/~kelner/Publications/Docs/1301.6628v1.pd... in any context where you'd use an SVD (pseudo inverse / least squares) solver, and your matrix is symmetric and diagonally dominant.
The key bit however, is that the SDD solver as above, has really nice asymptotics for sparse matrices.
theres a few fancy algorithms that need to be engineered along the way, and theres also the question about how the constant factors work out in practice!