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

DOI10.1080/03081087.2018.1498061zbMATH Open1427.65040arXiv1609.00670OpenAlexW3103760515WikidataQ114641449 ScholiaQ114641449MaRDI QIDQ5205779FDOQ5205779

Authors: Minwoo Chae, Stephen G. Walker 

Publication date: 16 December 2019

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1609.00670

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zbMATH Keywords

EM algorithmKullback-Leibler divergenceiterative methodindefinite matrixsparse linear system

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)

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Cited In (3)

• Minimal residual based iterative methods and its parallel implementation for sparse linear systems
• An iterative algorithm for solving sparse linear equations
• A note on double weak splittings of type II

Uses Software

• SparseM
• Krylstat

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