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arXiv 0810.1736cs.ITmath.IT
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线性方程组的高斯置信传播求解器

Gaussian Belief Propagation Solver for Systems of Linear Equations

Ori Shental, Paul H. Siegel, Jack K. Wolf, Danny Bickson, Danny Dolev

摘要:

求解线性方程组的规范问题出现在信息论、通信理论和相关领域的许多背景中。在这方面的贡献,我们开发了一个解决方案的基础上高斯信念传播(GaBP),不涉及直接矩阵求逆。我们的方法的迭代性质允许一个分布式的消息传递实现的解决方案算法。我们还讨论了GaBP求解器的一些属性,包括收敛性、精确性、其最大积版本以及与经典求解方法的关系。在CDMA解相关的应用实例被用来证明所提出的求解器相比,传统的线性代数迭代求解方法的收敛速度更快。

英文摘要:

The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation (GaBP) that does not involve direct matrix inversion. The iterative nature of our approach allows for a distributed message-passing implementation of the solution algorithm. We also address some properties of the GaBP solver, including convergence, exactness, its max-product version and relation to classical solution methods. The application example of decorrelation in CDMA is used to demonstrate the faster convergence rate of the proposed solver in comparison to conventional linear-algebraic iterative solution methods.

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