Stabilization of Stochastic Iterative Methods for Singular and Nearly Singular Linear Systems

We consider linear systems of equations, Ax = b, with an emphasis on the case where A is singular. Under certain conditions, necessary as well as sufficient, linear deterministic iterative methods generate sequences {x[subscript k]} that converge to a solution as long as there exists at least one so...

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Bibliographic Details
Main Authors: Wang, Mengdi, Bertsekas, Dimitri P.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2015
Online Access:http://hdl.handle.net/1721.1/99752
https://orcid.org/0000-0001-6909-7208