학술논문
A distributed algorithm for efficiently solving linear equations and its applications (special issue JCW).
Document Type
Journal
Author
Mou, S. (1-PURD-AA) AMS Author Profile; Lin, Z. (PRC-ZHJ-CEN) AMS Author Profile; Wang, L. (1-YALE-EE) AMS Author Profile; Fullmer, D. (1-YALE-EE) AMS Author Profile; Morse, A. S. (1-YALE-EE) AMS Author Profile
Source
Subject
65 Numerical analysis -- 65F Numerical linear algebra
65F05Direct methods for linear systems and matrix inversion
65Numerical analysis -- 65Y Computer aspects of numerical algorithms
65Y05Parallel computation
68Computer science -- 68W Algorithms
68W15Distributed algorithms
93Systems theory; control -- 93A General
93A14Decentralized systems
65F05
65
65Y05
68
68W15
93
93A14
Language
English
Abstract
In this paper the authors propose a distributed algorithm on a multi-agent network for solving linear systems of algebraic equations. As agents in a network are usually separated from each other and can only communicate with their nearby neighbors, it is natural to decompose the linear system of equations into smaller ones and then consider how to solve the smaller ones with only the information provided by the neighbor agents. \par In this paper, for both time-invariant neighbor graphs (in subsection 4.1) and time-varying neighbor graphs (in subsection 4.2), under proper assumptions on the neighbor graph, by suitably updating the solution of the small linear systems of equations, it is shown that the global system converges exponentially fast; see equation (12) in the paper and Theorem 1 and Theorem 2 for details. Such a conclusion is quite strong and surprising. The updating strategy in (12) (with $v_i$ given by (11)) plays the central role in the algorithm and perhaps deserves more attention. \par The algorithm is then applied to a least squares solution problem and a network localization problem. If it had been supported by numerical examples, the conclusion would have sounded more convincing. \par It is noted by the authors that more attention should be paid to solving linear systems of equations whose solutions are not unique. \par \{For further information pertaining to this item see [S. Mou et al., Systems Control Lett. {\bf 95} (2016), 46--52; MR3514360].\}