The Essential Algorithms for the Matrix Chain
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For a given product of n matrices, the matrix chain multiplication problem asks for a parenthesisation that minimises the number of arithmetic operations. In 1973, Godbole presented a now classical dynamic programming formulation with cubic time complexity on the length of the chain. The best known algorithms run in linearithmic time, and the best known approximation algorithms run in linear time with an approximation factor smaller than two. All solutions have in common that they select an optimal parenthesisation from a set of C_n-1 (Catalan number n - 1) distinct parenthesisations. We studied the set of parenthesisations and discovered (a) that all of the exponentially many parenthesisations are useful in the sense that they are optimal in an infinite subset of the input space, (b) that only n + 1 parenthesisations are essential in the sense that they are arbitrarily better than the second best on an infinite subset of the input space, and (c) that the best essential parenthesisation is never more than twice as costly as the best non-essential parenthesisation. Through random sampling of the input space, we further discovered that the set of essential parenthesisations includes an optimal parenthesisation in the vast majority of inputs, and that the best essential parenthesisation is on average much closer to optimal than the worst-case bound. The results have direct consequences for the development of compilers for linear algebra expressions where the matrix sizes are unknown at compile-time.
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