Distributed Fixed Point Method for Solving Systems of Linear Algebraic Equations

12 Jan 2020 Jakovetic Dusan Krejic Natasa Jerinkic Natasa Krklec Malaspina Greta Micheletti Alessandra

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... (read more)

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  • NUMERICAL ANALYSIS
  • NUMERICAL ANALYSIS
  • OPTIMIZATION AND CONTROL