15–17 May 2008
<a href="http://www.albanova.se/">AlbaNova</a>
Europe/Stockholm timezone

Gaussian Belief Propagation for Solving Systems of Linear Equation

15 May 2008, 14:00
20m
FB42 (AlbaNova main building)

FB42

AlbaNova main building

AlbaNova University Center Roslagstullsbacken 21 Stockholm, Sweden

Speaker

Danny Bickson (The Hebrew University of Jerusalem)

Description

The canonical linear-algebraic problem of solving a system of linear equations arises in numerous contexts in the mathematical sciences and engineering. In this talk, we introduce an efficient Gaussian belief propagation (GaBP) solver 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 discuss the properties of the GaBP solver, including convergence, exactness, computational complexity, message-passing efficiency and its relation to classical solution methods. The attractiveness of the proposed solver, in comparison to conventional iterative solution methods, is demonstrated using numerical examples and applications, like linear detection.
The talk is based on a joint work with Prof. Jack K. Wolf (UCSD), Prof. Paul H. Siegel (UCSD), Dr. Ori Shental (UCSD) and Prof. Danny Dolev (HUJI).

Presentation materials