Algebraic Schwarz methods for the numerical solution of Markov chains

DOI10.1016/j.laa.2003.12.046zbMath1050.65030OpenAlexW2109044896WikidataQ115156460 ScholiaQ115156460MaRDI QIDQ1434412

Daniel B. Szyld, Ivo Marek

Publication date: 4 August 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2003.12.046

zbMATH Keywords

convergenceMarkov chainsSchwarz methodsiterative methodssparse matricesstochastic matrixstationary probability vectorssingular M-matrices

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for sparse matrices (65F50) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Related Items

An algebraic multigrid method with interpolation reproducing rigid body modes for semi-definite problems in two-dimensional linear elasticity ⋮ Triangular and skew-symmetric splitting method for numerical solutions of Markov chains ⋮ Fast multilevel methods for Markov chains ⋮ Restricted additive Schwarz methods for Markov chains ⋮ Schwarz methods for quasi stationary distributions of Markov chains ⋮ A sharp convergence estimate for the method of subspace corrections for singular systems of equations ⋮ Unnamed Item ⋮ Parallel statistical computing for statistical inference

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On square roots of M-matrices
• Existence and uniqueness of splittings for stationary iterative methods with applications to alternating methods
• Comparisons between multiplicative and additive Schwarz iterations in domain decomposition methods
• Comparison theorems for the convergence factor of iterative methods for singular matrices
• Weighted max norms, splittings, and overlapping additive Schwarz iterations
• A model of amplification
• To Overlap or Not to Overlap: A Note on a Domain Decomposition Method for Elliptic Problems
• Finite Continuous Time Markov Chains
• An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
• Domain Decomposition Algorithms with Small Overlap
• Schwarz Analysis of Iterative Substructuring Algorithms for Elliptic Problems in Three Dimensions
• Comparison of Convergence of General Stationary Iterative Methods for Singular Matrices
• Equivalence of conditions for convergence of iterative methods for singular equations
• Frobenius Theory of Positive Operators: Comparison Theorems and Applications
• Algebraic theory of multiplicative Schwarz methods