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...
Main Authors: | Wang, Mengdi, Bertsekas, Dimitri P. |
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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
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Online Access: | http://hdl.handle.net/1721.1/99752 https://orcid.org/0000-0001-6909-7208 |
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