Efficient approximations of matrix multiplication using truncated decompositions

Abstract: We exploit the truncated singular value decomposition and the recently proposed circulant decomposition for an efficient first-order approximation of the multiplication of large dense matrices. A decomposition of each matrix into a sum of a sparse matrix with relatively few dominant entries and a dense residue can also use the above approach, and we present methods for multiplication using a Fourier decomposition and a cycle decomposition-based sparsifications. The proposed methods scale as $\mathcal{O}(n^2 \log n)$ in arithmetic operations for $n \times n$ matrices for usable tolerances in relative error $\sim$ 1\%. Note that different decompositions for the two matrices $A$ and $B$ in the product $AB$ are also possible in this approach, using efficient a priori evaluations for suitability, to improve further on the error tolerances demonstrated here.