Random relaxation of fixed-point iteration

被引:4
|
作者
Verkama, M
机构
[1] Systems Analysis Laboratory, Helsinki University of Technology, FIN-02150 Espoo
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1996年 / 17卷 / 04期
关键词
asynchronous algorithm; fixed points; stochastic stability; linear systems;
D O I
10.1137/0917058
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper considers a stochastic fixed-point iteration where each coordinate is updated with a certain probability and otherwise left unchanged. The iteration is interesting from the viewpoint of parallel distributed computation because the realized sequences belong to the class of asynchronous fixed-point iterations. It is demonstrated with a linear system that the convergence conditions for randomly relaxed iterations are less stringent than their asynchronous counterparts, and that they can illuminate the tightness of the convergence conditions for asynchronous iterations, which are typically worst-case conditions.
引用
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页码:906 / 912
页数:7
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