Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 1405.7112

Optimal query complexity for estimating the trace of a matrix

Karl Wimmer·Yi Wu·Peng Zhang
View original source ↗Read source document ↗Export metadata ↓

Abstract

Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum physics, machine learning, and pattern matching. Two metrics are commonly used for evaluating the estimators: i) variance; ii) a high probability multiplicative-approximation guarantee. Almost all the known estimators are of the form $\frac{1}{k}\sum_{i=1}^k x_i^T A x_i$ for $x_i\in \mathbb{R}^n$ being i.i.d. for some special distribution. Our main results are summarized as follows. We give an exact characterization of the minimum variance unbiased estimator in the broad class of linear nonadaptive estimators (which subsumes all the existing known estimators). We also consider the query complexity lower bounds for any (possibly nonlinear and adaptive) estimators: (1) We show that any estimator requires $\Omega(1/\epsilon)$ queries to have a guarantee of variance at most $\epsilon$. (2) We show that any estimator requires $\Omega(\frac{1}{\epsilon^2}\log \frac{1}{\delta})$ queries to achieve a $(1\pm\epsilon)$-multiplicative approximation guarantee with probability at least $1 - \delta$. Both above lower bounds are asymptotically tight. As a corollary, we also resolve a conjecture in the seminal work of Avron and Toledo (Journal of the ACM 2011) regarding the sample complexity of the Gaussian Estimator.

Explore related subjects

cs.CCcs.DS

Keep this discovery

BibTeXRIS

Karl Wimmer, Yi Wu, Peng Zhang. 2014-05-28. Optimal query complexity for estimating the trace of a matrix. https://arxiv.org/abs/1405.7112

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

The Computational Complexity of Holant Problems on 4-regular Graphs from the Stable Subgroup Sequence of $SL(2,\mathbb{C})$

The Holant framework provides a general setting for studying counting problems and includes graph homomorphisms (\#GH) and counting constraint satisfaction problems (\#CSP) as special cases. Over the past twenty years, a series of computational complexity dichotomies have been established for Holant problems, but the classification for complex-valued signatures is still open. The main obstacle is the case in which all signatures have even arity. In this paper, we establish a dichotomy for Holant problems with a complex-valued 4-ary signature, which is a key base case for the full classification of Holant problems. We present a new strategy by introducing Schur's theorem, the classification of finite subgroups of $\mathrm{SL}(2,\mathbb{C})$ and stable subgroup sequences into the proof. These new techniques are of independent interest.

cs.CC↗
arXiv2026

Topology inside NC$^1$

We show that ACC$^0$ is precisely what can be computed with constant-width circuits of polynomial size and polylogarithmic genus. This extends a characterization given by Hansen, showing that planar constant-width circuits also characterize ACC$^0$. Thus polylogarithmic genus provides no additional computational power in this model. We consider other generalizations of planarity, including crossing number and thickness. We show that constant-width circuits of polynomial size and thickness two already suffice to capture all of NC$^1$.

cs.CC↗