Fast linear system solution by neural networks

  • Authors:
  • Luís Alfredo V De Carvalho;Valmir C Barbosa

  • Affiliations:
  • COPPE, Universidade Federal do Rio de Janeiro, Caixa Postal 68503, 21945 Rio de Janeiro-RJ, Brazil;COPPE, Universidade Federal do Rio de Janeiro, Caixa Postal 68503, 21945 Rio de Janeiro-RJ, Brazil

  • Venue:
  • Operations Research Letters
  • Year:
  • 1992

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Abstract

We present a highly parallel model for solving the m x n linear system Ax = b, based on the connectionist paradigm of neural networks. Using m + n linear, perceptron-like neurons, the neutral model converges fast to a problem solution, when one exists, or to a least-squares approximation, when the problem is inconsistent. The velocity of convergence of an analog realization of the network does not depend on m or n, but rather on the eigenvalues of A^TA. Simulation results in linear system solution and suggections for applications are given.