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 (Contributor), Bertsekas, Dimitri P. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor)
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS), 2015-11-09T14:53:08Z.
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