A parallel solver for large-scale Markov chains

DOI10.1016/S0168-9274(01)00116-7zbMath0997.65006OpenAlexW2100377196MaRDI QIDQ1349139

Miroslav Tůma, Michele Benzi

Publication date: 21 May 2002

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0168-9274(01)00116-7

zbMATH Keywords

algorithmMarkov chainsnumerical examplespreconditioningparallel computationsingular matrixapproximated inverse

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Parallel numerical computation (65Y05)

Related Items (8)

Shifted FSAI preconditioners for the efficient parallel solution of non-linear groundwater flow models ⋮ Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives ⋮ A direct projection method for Markov chains ⋮ Restricted additive Schwarz methods for Markov chains ⋮ A parallel approach for determining confidence intervals of variable statistics in large and sparse linear equations with RHS ranges ⋮ A numerical study on Neumann-Neumann methods forhpapproximations on geometrically refined boundary layer meshes II. Three-dimensional problems ⋮ Parallel statistical computing for statistical inference ⋮ Preconditioning techniques for large linear systems: A survey

Uses Software

• MARCA

Cites Work

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• A Priori Sparsity Patterns for Parallel Sparse Approximate Inverse Preconditioners
• THE ARITHMETIC MEAN METHOD FOR FINDING THE STATIONARY VECTOR OF MARKOV CHAINS
• A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method

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