An EM based Iterative Method for Solving Large Sparse Linear Systems
arXiv:1609.00670 · doi:10.1080/03081087.2018.1498061
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.
18 pages, 3 figures, 1 table