Title
Solving Least Squares for Linear Equations over Strongly Connected Directed Networks
Abstract
In this paper, we introduce a distributed continuous-time flow on directed networks for the computation of least-squares solution to a linear algebraic equation of the form Ax=b where A has full column rank. It is assumed that each one of the n autonomous agents only knows a subset of the partitioned matrix [A b]. Each agent in the network is able to send information to certain other agents called its “out-neighbors”. Neighbor relations are characterized by a directed graph G whose vertices correspond to the labels of agents and whose edges depict the neighbor relations. It is shown that for any such matrix A and any strongly connected neighbor graph, the estimates of all agents in the proposed algorithm converge exponentially to the desired solution (A <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">'</sup> A) <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">-1</sup> A <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">'</sup> b, even if only one of the agents across the network uses a nonzero and sufficiently small constant step-size.
Year
DOI
Venue
2020
10.1109/ANZCC50923.2020.9318352
2020 Australian and New Zealand Control Conference (ANZCC)
Keywords
DocType
ISBN
least squares,linear equations,continuous-time flow,directed networks,least-squares solution,linear algebraic equation,column rank,partitioned matrix,out-neighbors,neighbor relations,directed graph,strongly connected neighbor graph
Conference
978-1-7281-9993-1
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Mohammad Jahvani100.34
M. Guay228341.27