Alphabeta Math
TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedprecheck pass
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Nested dissection gives the stated work and factor-storage bounds on regular grids

Statement

Let d∈{2,3}, k≥2, and n=kd. Identify the coordinate grid {0,…,k−1}d with the zero-based matrix indices by the lexicographic bijection in Recursive coordinate-separator ordering for two- and three-dimensional grids. Let A∈Rn×n be symmetric positive definite, with structural graph a subgraph of the d-dimensional nearest-neighbor grid. Under the coordinate nested-dissection ordering, exact scalar multifrontal Cholesky has darithmetic worksymbolic factor storage2O(n3/2)O(nlog⁡n)3O(n2)O(n4/3). The storage is the number of allocated factor entries, including structural zeros, and excludes temporary contribution arrays. The bounds use the stated grid geometry; they assert no general-graph bound. For k=1, there is one pivot and both work and factor storage are O(1).

Facts & Assumptions

Given: A real symmetric positive-definite matrix with a grid-subgraph pattern, the recursive ordering, and exact scalar multifrontal Cholesky.

[F1]

Recursive coordinate-separator ordering for two- and three-dimensional grids: Every box is separated by the union of its selected median coordinate hyperplanes; child boxes are ordered before that separator.

[F2]

Nested-dissection grid fronts are bounded by a box separator and its exterior boundary: For the full grid and a vertex in the separator of a box of side at most s, its factor-column size dv=ℓv+1 is at most 3dsd−1.

[F3]

Filled edges are witnessed by paths through earlier eliminated vertices: A filled edge at the elimination of a vertex is equivalent to an original-graph walk between its endpoints whose internal vertices were eliminated earlier.

[F4]

Scalar multifrontal elimination is equivalent to sparse Cholesky with column-count costs: Exact factorization work is O(∑vdv2) and symbolic factor storage is exactly ∑vdv.

Proof

1.1F1inductionalgebra

If a box side has length m≥2, the median rule leaves each child side with length at most ⌈m/2⌉; a side of length 1 stays 1. Iterating gives side lengths at depth r at most sr=⌈k/2r⌉. There are at most 2dr boxes at that depth because each box has at most 2d children. By depth R=⌈log⁡2k⌉, every side has length 1, so all remaining boxes are terminal. For 0≤r≤R, k/2r≥1/2, hence sr≤2k/2r.

1.2givenF1F4algebra

If k=1, the grid and its ordering contain one terminal pivot and its factor column contains only the diagonal. Hence dv=1 for its unique vertex, and [F4] gives O(1) work and exactly one stored factor entry.

1.3givenF1F2F3algebra

Let G′ be the structural graph of A and let G be the full nearest-neighbor grid on the same vertices. They use the same coordinate ordering. If a pair is an edge in a filled graph of G′, [F3] supplies a witness walk in G′ with internal vertices eliminated earlier; since G′ is a subgraph of G, the same walk witnesses that edge in the corresponding filled graph of G. Thus every later filled neighbor in G′ is also one in G, and each subgraph column size is at most the full-grid column size. Fix a box at depth r. Its separator has at most dsrd−1 vertices by the union bound over its at most d median hyperplanes; the terminal singleton satisfies the same bound. By [F2], each such pivot has full-grid column size at most 3dsrd−1, so the same bound holds for A.

2.1step 1.3F3F4algebra

The factorization work contributed by one depth-r box is therefore at most a constant depending only on d times srd−1sr2(d−1)=sr3(d−1), using [F4]. Summing over at most 2dr boxes at each depth and using sr≤2k/2r gives O ⁣(k3(d−1)∑r=0R2−r(2d−3)). For d=2, the geometric ratio is 2−1, so this is O(k3). For d=3, the ratio is 2−3, so it is O(k6).

2.2step 1.3F2F3F4algebra

The storage contributed by one depth-r box is at most a constant times srd−1srd−1=sr2(d−1), again by [F2] and [F4]. Summing over boxes and using sr≤2k/2r gives O ⁣(k2(d−1)∑r=0R2−r(d−2)). For d=2, there are O(log⁡k) equal-order terms, giving O(k2log⁡k). For d=3, the series is bounded by ∑r≥02−r=2, giving O(k4).

3.1step 1.2step 2.1step 2.2F1F2F3F4algebra∎

When d=2, n=k2 gives k3=n3/2 and k2log⁡k=O(nlog⁡n) for k≥2. When d=3, n=k3 gives k6=n2 and k4=n4/3. Thus steps 1.2, 2.1 and 2.2 give the displayed rates and the k=1 case. The proof used the coordinate-box and grid-boundary counts in [F1]–[F2] together with the fill containment proved in step 1.3, so it does not imply a bound for arbitrary graphs.

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Sources