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We present a new class of preconditioned iterative methods for solving linear systems of the form Ax=b. Our methods are based on constructing a low-rank Nyström approximation to A using sparse random matrix sketching. This approximation is used to construct a preconditioner, which itself is inverted quickly using additional levels of random sketching and preconditioning. We prove that the convergence of our methods depends on a natural average condition number of A, which improves as the rank of the Nyström approximation increases. Concretely, this allows us to obtain faster runtimes for a number of fundamental linear algebraic problems: 1. We show how to solve any n×n linear system that is well-conditioned except for k outlying large singular values in O~(n^2.065+k^ω) time, improving on a recent result of [Dereziński, Yang, STOC 2024] for all k≳n^0.78. 2. We give the first O~(n^2+d_λ^ω) time algorithm for solving a regularized linear system (A+λI)x=b, where A is positive semidefinite with effective dimension d_λ=tr(A(A+λI)^{−1}). This problem arises in applications like Gaussian process regression. 3. We give faster algorithms for approximating Schatten p-norms and other matrix norms. For example, for the Schatten 1-norm (nuclear norm), we give an algorithm that runs in O~(n ^{2.11}) time, improving on an O~(n ^{2.18}) method of [Musco et al., ITCS 2018]. All results are proven in the real RAM model of computation. Interestingly, previous state-of-the-art algorithms for most of the problems above relied on stochastic iterative methods, like stochastic coordinate and gradient descent. Our work takes a completely different approach, instead leveraging tools from matrix sketching. 

We study fast algorithms for computing basic properties of an n x n positive semidefinite kernel matrix K corresponding to n points x_1,...,x_n in R^d. In particular, we consider the estimating the sum of kernel matrix entries, along with its top eigenvalue and eigenvector. These are some of the most basic problems defined over kernel matrices. We show that the sum of matrix entries can be estimated up to a multiplicative factor of 1+epsilon in time sublinear in n and linear in d for many popular kernel functions, including the Gaussian, exponential, and rational quadratic kernels. For these kernels, we also show that the top eigenvalue (and a witnessing approximate eigenvector) can be approximated to a multiplicative factor of 1+epsilon in time sub-quadratic in n and linear in d. Our algorithms represent significant advances in the best known runtimes for these problems. They leverage the positive definiteness of the kernel matrix, along with a recent line of work on efficient kernel density estimation. 

We initiate the study of biologically-inspired spiking neural networks from the perspective of streaming algorithms. Like computers, human brains face memory limitations, which pose a significant obstacle when processing large scale and dynamically changing data. In computer science, these challenges are captured by the well-known streaming model, which can be traced back to Munro and Paterson `78 and has had significant impact in theory and beyond. In the classical streaming setting, one must compute a function f of a stream of updates 𝒮 = {u₁,…,u_m}, given restricted single-pass access to the stream. The primary complexity measure is the space used by the algorithm. In contrast to the large body of work on streaming algorithms, relatively little is known about the computational aspects of data processing in spiking neural networks. In this work, we seek to connect these two models, leveraging techniques developed for streaming algorithms to better understand neural computation. Our primary goal is to design networks for various computational tasks using as few auxiliary (non-input or output) neurons as possible. The number of auxiliary neurons can be thought of as the "space" required by the network. Previous algorithmic work in spiking neural networks has many similarities with streaming algorithms. However, the connection between these two space-limited models has not been formally addressed. We take the first steps towards understanding this connection. On the upper bound side, we design neural algorithms based on known streaming algorithms for fundamental tasks, including distinct elements, approximate median, and heavy hitters. The number of neurons in our solutions almost match the space bounds of the corresponding streaming algorithms. As a general algorithmic primitive, we show how to implement the important streaming technique of linear sketching efficiently in spiking neural networks. On the lower bound side, we give a generic reduction, showing that any space-efficient spiking neural network can be simulated by a space-efficient streaming algorithm. This reduction lets us translate streaming-space lower bounds into nearly matching neural-space lower bounds, establishing a close connection between the two models.