Computational Complexity of Mathematical Operations - Matrix Algebra

Matrix Algebra

The following complexity figures assume that arithmetic with individual elements has complexity O(1), as is the case with fixed-precision floating-point arithmetic.

Operation Input Output Algorithm Complexity
Matrix multiplication Two n×n matrices One n×n matrix Schoolbook matrix multiplication O(n3)
Strassen algorithm O(n2.807)
Coppersmith–Winograd algorithm O(n2.376)
Williams algorithm O(n2.373)
Matrix multiplication One n×m matrix &

one m×p matrix

One n×p matrix Schoolbook matrix multiplication O(nmp)
Matrix inversion* One n×n matrix One n×n matrix Gauss–Jordan elimination O(n3)
Strassen algorithm O(n2.807)
Coppersmith–Winograd algorithm O(n2.376)
Williams algorithm O(n2.373)
Determinant One n×n matrix One number Laplace expansion O(n!)
LU decomposition O(n3)
Bareiss algorithm O(n3)
Fast matrix multiplication O(n2.373)
Back Substitution Triangular matrix n solutions Back substitution O(n2)

In 2005, Henry Cohn, Robert Kleinberg, Balázs Szegedy and Christopher Umans showed that either of two different conjectures would imply that the exponent of matrix multiplication is 2. It has also been conjectured that no fastest algorithm for matrix multiplication exists, in light of the nearly 20 successive improvements leading to the Williams algorithm.

^* Because of the possibility to blockwise invert a matrix, where an inversion of an n×n matrix requires inversion of two half-sized matrices and 6 multiplications between two half-sized matrices, and since matrix multiplication has a lower bound of Ω(n2 log n) operations, it can be shown that a divide and conquer algorithm that uses blockwise inversion to invert a matrix runs with the same time complexity as the matrix multiplication algorithm that is used internally.

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