CONVERGENCE ANALYSIS OF ASYNCHRONOUS LINEAR ITERATIONS WITH STOCHASTIC DELAYS

被引：9

作者：

BEIDAS, BF ^{[1
]}

PAPAVASSILOPOULOS, GP ^{[1
]}

机构：

[1] UNIV SO CALIF,DEPT ELECT ENGN SYST,LOS ANGELES,CA 90089

来源：

PARALLEL COMPUTING | 1993年 / 19卷 / 03期

关键词：

LINEAR ALGEBRA; ITERATIVE ALGORITHMS; ASYNCHRONOUS ITERATIONS; CONVERGENCE ANALYSIS; MULTIPROCESSOR SYSTEMS; STOCHASTIC DELAYS;

D O I：

10.1016/0167-8191(93)90038-M

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We present a general linear model of asynchronous iterations, the communication delays of which are stochastic with Markovian character. This model allows static or dynamic allocation of the iterate vector components to processors. It also allows simultaneous updating of the same vector component by multiple processors. Sufficient conditions under which the model of asynchronous iterations converges in the second moment (and in the mean) to the sought solution are provided. For the specialization of the Markov case when the communication delays are independent, identically distributed (i.i.d.), we provide sufficient conditions for convergence in the second moment and necessary and sufficient conditions for convergence in the mean.

引用

页码：281 / 302

页数：22

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