An inexact parallel splitting augmented Lagrangian method for large system of linear equations (Q972939)

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scientific article; zbMATH DE number 5710902
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An inexact parallel splitting augmented Lagrangian method for large system of linear equations
scientific article; zbMATH DE number 5710902

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    An inexact parallel splitting augmented Lagrangian method for large system of linear equations (English)
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    21 May 2010
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    The authors propose a new iterative method for solving systems of linear equations -- the inexact parallel splitting augmented Lagrangian method. This method decomposes the cost of computational loads to each of the processors which participate in solving the problem and at the same time it can avoid the inverse matrix operator such that the complexity of each iteration is \({\mathcal{O}}(n^2)\) in theory and practice.
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    system of linear equations
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    matrix decomposition
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    iterative method
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    inexact parallel splitting augmented Lagrangian method
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    complexity
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