• 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