Network Flows that Solve Linear Equations

TL;DR

This paper introduces distributed network flow algorithms for solving linear equations in continuous time, demonstrating convergence properties and effectiveness in both exact and least squares solutions under various graph conditions.

Contribution

It proposes novel consensus-based flow algorithms for linear equations, analyzing their convergence without dwell-time assumptions and extending to approximate solutions in switching directed graphs.

Findings

Convergence to exact solutions under fixed undirected graphs.

Convergence to a neighborhood of least squares solutions with large gains.

Semi-global convergence in switching directed graphs.

Abstract

We study distributed network flows as solvers in continuous time for the linear algebraic equation $\mathbf{z}=\mathbf{H}\mathbf{y}$. Each node $i$ has access to a row $\mathbf{h}_i^{\rm T}$ of the matrix $\mathbf{H}$ and the corresponding entry $z_i$ in the vector $\mathbf{z}$. The first "consensus + projection" flow under investigation consists of two terms, one from standard consensus dynamics and the other contributing to projection onto each affine subspace specified by the $\mathbf{h}_i$ and $z_i$. The second "projection consensus" flow on the other hand simply replaces the relative state feedback in consensus dynamics with projected relative state feedback. Without dwell-time assumption on switching graphs as well as without positively lower bounded assumption on arc weights, we prove that all node states converge to a common solution of the linear algebraic equation, if there is any. The convergence is global for the "consensus + projection" flow while local for the "projection consensus" flow in the sense that the initial values must lie on the affine subspaces. If the linear equation has no exact solutions, we show that the node states can converge to a ball around the least squares solution whose radius can be made arbitrarily small through selecting a sufficiently large gain for the "consensus + projection" flow under fixed bidirectional graphs. Semi-global convergence to approximate least squares solutions is demonstrated for general switching directed graphs under suitable conditions. It is also shown that the "projection consensus" flow drives the average of the node states to the least squares solution with complete graph. Numerical examples are provided as illustrations of the established results.