An EM based Iterative Method for Solving Large Sparse Linear Systems
Numerical Analysis
2018-08-03 v3
Abstract
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.
Cite
@article{arxiv.1609.00670,
title = {An EM based Iterative Method for Solving Large Sparse Linear Systems},
author = {Minwoo Chae and Stephen G. Walker},
journal= {arXiv preprint arXiv:1609.00670},
year = {2018}
}
Comments
18 pages, 3 figures, 1 table