An EM based Iterative Method for Solving Large Sparse Linear Systems
  We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise, convergence to a minimal Kullback--Leibler divergence point is guaranteed. The algorithm is easy to code and competitive with other iterative algorithms. 
Minwoo Chae, Stephen G. Walker
math.NA