An iterative aggregation-disaggregation algorithm for solving linear equations

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A general procedure is given for solving large sets of linear equations by first rewriting them in a form suitable for aggregation of both the variables and equations, followed by disaggregation. A computational algorithm which iteratively aggregates and disaggregates is shown to converge geometrically to the exact solution. Provided the original problem has a structure suitable for such aggregation, the algorithm exhibits fast computation times, small main-memory requirements, and robustness to the starting point. A rigorous foundation for aggregation and disaggregation is provided by the equations employed by this algorithm.

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论文评审过程:Available online 22 March 2002.

论文官网地址:https://doi.org/10.1016/0096-3003(86)90003-2