Strassen algorithm

导读：

　　In the mathematicaldiscipline of linear algebra, the Strassen algorithm, named after Volker Strassen, is an algorithmused for matrix multiplication. It is asymptotically faster than the standard matrix multiplication algorithm, but slower than the fastest known algorithm, and is useful in practice for large matrices.

　　[edit]History

　　Volker Strassen published the Strassen algorithm in 1969. Although his algorithm is only slightly faster than the standard algorithm for matrix multiplication, he was the first to point out that Gaussian eliminationis not optimal. His paper started the search for even faster algorithms such as the Winograd algorithmof Shmuel Winogradin 1980 (which uses 7 binary multiplications, but 15 binary additions instead of 18 with the Strassen algorithm), and the more complex Coppersmith每Winograd algorithmpublished in 1987.

　　[edit]Algorithm

　　Let A, Bbe two square matricesover a ringR. We want to calculate the matrix product Cas

　　

　　

　　If the matrices A, Bare not of type 2nx 2nwe fill the missing rows and columns with zeros.

　　We partition A, Band Cinto equally sized block matrices

　　

　　

　　with

　　

　　

　　then

　　

　　

　　

　　

　　

　　

　　

　　

　　With this construction we have not reduced the number of multiplications. We still need 8 multiplications to calculate the Ci,jmatrices, the same number of multiplications we need when using standard matrix multiplication.

　　Now comes the important part. We define new matrices

　　

　　

　　

　　

　　

　　

　　

　　

　　

　　

　　

　　

　　

　　

　　which are then used to express the Ci,jin terms of Mk. Because of our definition of the Mkwe can eliminate one matrix multiplication and reduce the number of multiplications to 7 (one multiplication for each Mk) and express the Ci,jas

　　

　　

　　

　　

　　

　　

　　

　　

　　We iterate this division process n-times until the submatricesdegenerate into numbers (group elements).

　　Practical implementations of Strassen's algorithm switch to standard methods of matrix multiplication for small enough submatrices, for which they are more efficient. The particular crossover point for which Strassen's algorithm is more efficient depends on the specific implementation and hardware. It has been variously estimated from n = 32 to n = 128 for optimized implementations,and 60,000 or more for basic implementations.

　　[edit]Numerical analysis

　　The standard matrix multiplications takes

　　

　　

　　multiplications of the elements in the ring R. We ignore the additions needed because, depending on R, they can be much faster than the multiplications in computer implementations, especially if the sizes of the matrix entries exceed the word sizeof the machine.

　　With the Strassen algorithm we can reduce the number of multiplications to

　　

　　

　　.

　　The reduction in the number of multiplications however comes at the price of a somewhat reduced numerical stability.

　　[edit]References

　　^Matrix Multiplication notes

　　^Ultra-Fast Matrix Multiplication

　　Strassen, Volker, Gaussian Elimination is not Optimal, Numer. Math. 13, p. 354-356, 1969

　　Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest, and Clifford Stein. Introduction to Algorithms, Second Edition. MIT Press and McGraw-Hill, 2001. ISBN 0-262-03293-7. Chapter 28: Section 28.2: Strassen's algorithm for matrix multiplication, pp.735每741.

　　[edit]External links

　　Eric W. Weisstein, Strassen's Formulasat MathWorld.(also includes formulas for fast matrix inversion)



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