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The transitive closure of a graph is a new graph where every vertex is directly connected to all vertices to which it had a path in the original graph. Transitive closures are useful for reachability and relationship querying. Finding the transitive closure can be computationally expensive and requires a large memory footprint as the output is typically larger than the input. Some of the original research on transitive closures assumed that graphs were dense and used dense adjacency matrices. We have since learned that many real-world networks are extremely sparse, and the existing methods do not scale. In this work, we introduce a new algorithm called Anti-section Transitive Closure (ATC) for finding the transitive closure of a graph. We present a new parallel edges operation – anti-sections – for finding new edges to reachable vertices. ATC scales to massively multithreaded systems such as NVIDIA’s GPU with tens of thousands of threads. We show that the anti-section operation shares some traits with the triangle counting intersection operation in graph analysis. Lastly, we view the transitive closure problem as a dynamic graph problem requiring edge insertions. By doing this, our memory footprint is smaller. We also show a method for creating the batches in parallel using two different techniques: dual-round and hash. Using these techniques and the Hornet dynamic graph data structure, we show our new algorithm on an NVIDIA Titan V GPU. We compare with other packages such as NetworkX, SEI-GBTL, SuiteSparse, and cuSparse.
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A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes
We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semiexplicit Markovian equilibrium for any transitive graph, in terms of the empirical eigenvalue distribution of the graph’s normalized Laplacian matrix. This facilitates large-population asymptotics for various graph sequences, with several sparse and dense examples discussed in detail. In particular, the mean field game is the correct limit only in the dense graph case, that is, when the degrees diverge in a suitable sense. Although equilibrium strategies are nonlocal, depending on the behavior of all players, we use a correlation decay estimate to prove a propagation of chaos result in both the dense and sparse regimes, with the sparse case owing to the large distances between typical vertices. Without assuming the graphs are transitive, we show also that the mean field game solution can be used to construct decentralized approximate equilibria on any sufficiently dense graph sequence.
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- Award ID(s):
- 2045328
- PAR ID:
- 10333518
- Date Published:
- Journal Name:
- Mathematics of Operations Research
- Volume:
- 47
- Issue:
- 2
- ISSN:
- 0364-765X
- Page Range / eLocation ID:
- 1530 to 1565
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1287/moor.2021.1179
