DocumentCode
115038
Title
Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form
Author
Dominguez-Garcia, Alejandro D. ; Hadjicostis, Christoforos N.
Author_Institution
ECE Dept., Univ. of Illinois, Urbana, IL, USA
fYear
2014
fDate
15-17 Dec. 2014
Firstpage
3240
Lastpage
3245
Abstract
Motivated by matrix scaling applications and, more recently, distributed averaging previous work has considered settings where the interconnections between components in a distributed system are captured by a strongly connected directed graph (digraph) and each component aims to assign assigning weights on its outgoing edges (based on the weights on its incoming edges) so that the corresponding set of weights forms a doubly stochastic matrix. In particular, it has been shown that the system components can obtain a set of weights that form a doubly stochastic matrix via a variety of distributed algorithms. In this paper, we establish that the convergence rate of one such distributed algorithm is linear with rate between zero and one.
Keywords
directed graphs; distributed algorithms; matrix algebra; stochastic processes; convergence rate; digraph; distributed algorithm convergence rate; doubly stochastic matrix; matrix scaling; strongly connected directed graph; Convergence; Distributed algorithms; Educational institutions; Eigenvalues and eigenfunctions; Electronic mail; Matrix decomposition; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location
Los Angeles, CA
Print_ISBN
978-1-4799-7746-8
Type
conf
DOI
10.1109/CDC.2014.7039890
Filename
7039890
Link To Document