Sublinear-Time Quadratic Minimization via Spectral Decomposition of Matrices

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS\u2716). Our approximation algorithm can be modified to handle the case where the minimization is done over a sphere. The analysis of our algorithms is obtained by combining results from graph limit theory, along with a novel spectral decomposition of matrices. Specifically, we prove that a matrix A can be decomposed into a structured part and a pseudorandom part, where the structured part is a block matrix with a polylogarithmic number of blocks, such that in each block all the entries are the same, and the pseudorandom part has a small spectral norm, achieving better error bound than the existing decomposition theorem of Frieze and Kannan (FOCS\u2796). As an additional application of the decomposition theorem, we give a sublinear-time approximation algorithm for computing the top singular values of a matrix