Linear-size $\ell_1$ sparsifiers

Abstract

We prove that for any matrix $A \in \mathbb{R}^{m \times n}$ and any $\varepsilon \in (0, 1/2]$ there is a diagonal matrix $D \in \mathbb{R}_{\geq 0}^{m \times m}$ with at most $O(\frac{n}{\varepsilon^2} \log(\frac{1}{\varepsilon}))$ nonzero entries so that \[(1-\varepsilon) \|Ax\|_1 \leq \|DAx\|_1 \leq (1+\varepsilon)\|Ax\|_1 \quad \forall x \in \mathbb{R}^n.\]In particular, for any zonotope $Z \subseteq \mathbb{R}^{n}$ there exists a zonotope $Z' \subseteq \mathbb{R}^{n}$ generated by at most $O(\frac{n}{\varepsilon^2} \log(\frac{1}{\varepsilon}))$ segments so that $(1-\varepsilon) Z \subseteq Z' \subseteq (1+\varepsilon) Z$. Previously, the best known bound was $O(\frac{n}{\varepsilon^2} \log n)$ due to Talagrand (1990).