Distributed fixed point method for solving systems of linear algebraic equations
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Abstract: We present a class of iterative fully distributed fixed point methods to solve a system of linear equations, such that each agent in the network holds one of the equations of the system. Under a generic directed, strongly connected network, we prove a convergence result analogous to the one for fixed point methods in the classical, centralized, framework: the proposed method converges to the solution of the system of linear equations at a linear rate. We further explicitly quantify the rate in terms of the linear system and the network parameters. Next, we show that the algorithm provably works under time-varying directed networks provided that the underlying graph is connected over bounded iteration intervals, and we establish a linear convergence rate for this setting as well. A set of numerical results is presented, demonstrating practical benefits of the method over existing alternatives.
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Cited in
(9)- Exponential convergence of a distributed algorithm for solving linear algebraic equations
- A library of distributed iterative linear system solvers
- Continuous distributed algorithms for solving linear equations in finite time
- Designing linear distributed algorithms with memory for fast convergence
- scientific article; zbMATH DE number 7042406 (Why is no real title available?)
- Distributed Ishikawa algorithms for seeking the fixed points of multi-agent global operators over time-varying communication graphs
- Distributed algorithms for solving linear algebraic equations: an optimal control perspective
- A class of matrix splitting-based fixed-point iteration method for the vertical nonlinear complementarity problem
- Distributed inexact Newton method with adaptive step sizes
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