Faster Eigenvector Computation via Shift-and-Invert Preconditioning

Dan Garber, Elad Hazan, Chi Jin, Sham M. Kakade, Cameron Musco, Praneeth Netrapalli, Aaron Sidford

Abstract: We give faster algorithms and improved sample complexities for the fundamental problem of estimating the top eigenvector. Given an explicit matrix $A \in \mathbb{R}^{n \times d}$, we show how to co...