Products of Generalized Stochastic Sarymsakov Matrices

In the set of stochastic, indecomposable, aperiodic (SIA) matrices, the class of stochastic Sarymsakov matrices is the largest known subset (i) that is closed under matrix multiplication and (ii) the infinitely long left-product of the elements from a compact subset converges to a rank-one matrix. In this paper, we show that a larger subset with these two properties can be derived by generalizing the standard definition for Sarymsakov matrices. The generalization is achieved either by introducing an "SIA index", whose value is one for Sarymsakov matrices, and then looking at those stochastic matrices with larger SIA indices, or by considering matrices that are not even SIA. Besides constructing a larger set, we give sufficient conditions for generalized Sarymsakov matrices so that their products converge to rank-one matrices. The new insight gained through studying generalized Sarymsakov matrices and their products has led to a new understanding of the existing results on consensus algorithms and will be helpful for the design of network coordination algorithms

Random Asynchronous Iterations in Distributed Coordination Algorithms

Distributed coordination algorithms (DCA) carry out information processing processes among a group of networked agents without centralized information fusion. Though it is well known that DCA characterized by an SIA (stochastic, indecomposable, aperiodic) matrix generate consensus asymptotically via synchronous iterations, the dynamics of DCA with asynchronous iterations have not been studied extensively, especially when viewed as stochastic processes. This paper aims to show that for any given irreducible stochastic matrix, even non-SIA, the corresponding DCA lead to consensus successfully via random asynchronous iterations under a wide range of conditions on the transition probability. Particularly, the transition probability is neither required to be independent and identically distributed, nor characterized by a Markov chain

How to decide consensus? A combinatorial necessary and sufficient condition and a proof that consensus is decidable but NP-hard

A set of stochastic matrices ${\cal P}$ is a consensus set if for every sequence of matrices $P(1), P(2), \ldots$ whose elements belong to ${\cal P}$ and every initial state $x(0)$, the sequence of states defined by $x(t) = P(t) P(t-1) \cdots P(1) x(0)$ converges to a vector whose entries are all identical. In this paper, we introduce an "avoiding set condition" for compact sets of matrices and prove in our main theorem that this explicit combinatorial condition is both necessary and sufficient for consensus. We show that several of the conditions for consensus proposed in the literature can be directly derived from the avoiding set condition. The avoiding set condition is easy to check with an elementary algorithm, and so our result also establishes that consensus is algorithmically decidable. Direct verification of the avoiding set condition may require more than a polynomial time number of operations. This is however likely to be the case for any consensus checking algorithm since we also prove in this paper that unless $P=NP$, consensus cannot be decided in polynomial time

Lyapunov Criterion for Stochastic Systems and Its Applications in Distributed Computation

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's solutions after a finite number of steps, but without necessarily strict decrease at every step, in contrast to the classical stochastic Lyapunov theory. As the first application of this new Lyapunov criterion, we look at the product of any random sequence of stochastic matrices, including those with zero diagonal entries, and obtain sufficient conditions to ensure the product almost surely converges to a matrix with identical rows; we also show that the rate of convergence can be exponential under additional conditions. As the second application, we study a distributed network algorithm for solving linear algebraic equations. We relax existing conditions on the network structures, while still guaranteeing the equations are solved asymptotically.Comment: 14 pages, 1 figur

Analysis and applications of spectral properties of grounded Laplacian matrices for directed networks

In-depth understanding of the spectral properties of grounded Laplacian matrices is critical for the analysis of convergence speeds of dynamical processes over complex networks, such as opinion dynamics in social networks with stubborn agents. We focus on grounded Laplacian matrices for directed graphs and show that their eigenvalues with the smallest real part must be real. Power and upper bounds for such eigenvalues are provided utilizing tools from nonnegative matrix theory. For those eigenvectors corresponding to such eigenvalues, we discuss two cases when we can identify the vertex that corresponds to the smallest eigenvector component. We then discuss an application in leader-follower social networks where the grounded Laplacian matrices arise naturally. With the knowledge of the vertex corresponding to the smallest eigenvector component for the smallest eigenvalue, we prove that by removing or weakening specic directed couplings pointing to the vertex having the smallest eigenvector component, all the states of the other vertices converge faster to that of the leading vertex. This result is in sharp contrast to the well-known fact that when the vertices are connected together through undirected links, removing or weakening links does not accelerate and in general decelerates the converging process