Gaussian belief propagation solver for systems of linear equations

Abstract — The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, com-munication theory, and related fields. In this contribution, we de-velop a solution based upon Gaussian belief propagation (GaBP) 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 also address some properties of the GaBP solver, including convergence, exactness, its max-product version and relation to classical solution methods. The application example of decorrelation in CDMA is used to demonstrate the faster convergence rate of the proposed solver in comparison to conventional linear-algebraic iterative solution methods. Solving a system of linear equations Ax = b is one o