An EM-based iterative method for solving large sparse linear systems.

Autor: Chae, Minwoo, Walker, Stephen G.
Předmět:
Zdroj: Linear & Multilinear Algebra; Jan2020, Vol. 68 Issue 1, p45-62, 18p
Abstrakt: We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise, convergence to a minimal Kullback–Leibler divergence point is guaranteed. The algorithm is easy to code and competitive with other iterative algorithms. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index