Entrywise Approximate Laplacian Solving

Abstract

We study the escape probability problem in random walks over graphs. Given vertices, $s,t,$ and $p$, the problem asks for the probability that a random walk starting at $s$ will hit $t$ before hitting $p$. Such probabilities can be exponentially small even for unweighted undirected graphs with polynomial mixing time. Therefore current approaches, which are mostly based on fixed-point arithmetic, require $n$ bits of precision in the worst case. We present algorithms and analyses for weighted directed graphs under floating-point arithmetic and improve the previous best running times in terms of the number of bit operations. We believe our techniques and analysis could have a broader impact on the computation of random walks on graphs both in theory and in practice.

22 pages