Singular Value Approximation and Sparsifying Random Walks on Directed Graphs

TL;DR

This paper introduces a stronger spectral approximation notion called singular value (SV) approximation for directed graphs, providing nearly linear-time algorithms for SV-sparsification and applications to random walk analysis.

Contribution

It defines SV-approximation, proves its stronger properties, and develops nearly linear-time algorithms for SV-sparsification of Eulerian directed graphs and random walk analysis.

Findings

SV-approximation is stronger than previous spectral notions.

Nearly linear-time algorithms for SV-sparsification of Eulerian graphs.

Applications to approximating stationary probabilities in directed graphs.

Abstract

In this paper, we introduce a new, spectral notion of approximation between directed graphs, which we call singular value (SV) approximation. SV-approximation is stronger than previous notions of spectral approximation considered in the literature, including spectral approximation of Laplacians for undirected graphs (Spielman Teng STOC 2004), standard approximation for directed graphs (Cohen et. al. STOC 2017), and unit-circle approximation for directed graphs (Ahmadinejad et. al. FOCS 2020). Further, SV approximation enjoys several useful properties not possessed by previous notions of approximation, e.g., it is preserved under products of random-walk matrices and bounded matrices. We provide a nearly linear-time algorithm for SV-sparsifying (and hence UC-sparsifying) Eulerian directed graphs, as well as $\ell$-step random walks on such graphs, for any $\ell\leq \text{poly}(n)$. Combined with the Eulerian scaling algorithms of (Cohen et. al. FOCS 2018), given an arbitrary (not necessarily Eulerian) directed graph and a set $S$ of vertices, we can approximate the stationary probability mass of the $(S,S^c)$ cut in an $\ell$-step random walk to within a multiplicative error of $1/\text{polylog}(n)$ and an additive error of $1/\text{poly}(n)$ in nearly linear time. As a starting point for these results, we provide a simple black-box reduction from SV-sparsifying Eulerian directed graphs to SV-sparsifying undirected graphs; such a directed-to-undirected reduction was not known for previous notions of spectral approximation.