Nearly-linear time algorithms for graph partitioning, graph sparsification, and solving linear systems
Daniel A. Spielman, Shang‐Hua Teng · 2004
We present algorithms for solving symmetric, diagonally-dominant linear systems to accuracy ε in time linear in their number of non-zeros and log (κf (A) ε), where κf (A) is the condition number of the matrix defining the linear system. Our algorithm applies the preconditioned Chebyshev iteration with preconditioners designed using nearly-linear time algorithms for graph sparsification and graph partitioning.