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

DOI10.1080/03081087.2018.1498061MaRDI QIDQ5205779zbMATH OpenOpenAlexWikidataFDO

Authors Minwoo Chae, Stephen G. Walker

Publication date 16 December 2019

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

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

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)

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.

Recommendations

• An iterative algorithm for solving sparse linear equations
• A new iterative method for large sparse linear systems
• An efficient iterative method for solving large linear systems
• A new iterative technique for large and dense linear systems from the MEI method in electromagnetics
• scientific article; zbMATH DE number 991428

Cites work

• scientific article; zbMATH DE number 3872359 (Why is no real title available?)
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 472960 (Why is no real title available?)
• scientific article; zbMATH DE number 3202900 (Why is no real title available?)
• s-Step Iterative Methods for (Non)Symmetric (In)Definite Linear Systems
• A fast direct solver for structured linear systems by recursive skeletonization
• An iterative algorithm for solving sparse linear equations
• Any Nonincreasing Convergence Curve is Possible for GMRES
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Conjugate Gradient-Like Algorithms for Solving Nonsymmetric Linear Systems
• Conjugate gradient type methods for unsymmetric and inconsistent systems of linear equations
• Convergence analysis of Krylov subspace methods
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Generalized conjugate-gradient acceleration of nonsymmetrizable iterative methods
• Information theory. Coding theorems for discrete memoryless systems
• Iterative numerical methods for sampling from high dimensional Gaussian distributions
• Methods of conjugate gradients for solving linear systems
• On Solving Block-Structured Indefinite Linear Systems
• Parallel iterative methods for sparse linear systems
• Solution of Sparse Indefinite Systems of Linear Equations
• Solving structured linear systems with large displacement rank
• The Tortoise and the Hare Restart GMRES
• The principle of minimized iterations in the solution of the matrix eigenvalue problem
• Variational Iterative Methods for Nonsymmetric Systems of Linear Equations

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

Describes a project that uses

Uses Software

• Krylstat
• SparseM

This page was built for publication: An EM-based iterative method for solving large sparse linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5205779)