https://orcid.org/0000-0002-6495-9558
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ABSTRACT
We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise, convergence to a minimal Kullback–Leibler divergence point is guaranteed. The algorithm is easy to code and competitive with other iterative algorithms.
AMS/MSC SUBJECT CLASSIFICATION:
Acknowledgements
The authors are grateful for the reviewer's helpful comments on a previous version of this paper.
Disclosure statement
No potential conflict of interest was reported by the authors.
ORCID
Minwoo Chae http://orcid.org/0000-0002-6495-9558
Additional information
Funding
The second author is partially supported by NSF grant DMS (Division of Mathematical Sciences) No. 1612891.