Additive Schwarz Iterations for Markov Chains

DOI10.1137/040616541zbMath1097.65047OpenAlexW2125231399WikidataQ115156457 ScholiaQ115156457MaRDI QIDQ5470471

Francisco Pedroche, Rafael Bru, Daniel B. Szyld

Publication date: 31 May 2006

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040616541

zbMATH Keywords

overlapconvergenceMarkov chainsnumerical examplessingular linear systemssingular \(M\)-matricesblock Jacobi methodmultiplicative Schwarz methodadditive Schwarz iterations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Positive matrices and their generalizations; cones of matrices (15B48) Iterative numerical methods for linear systems (65F10)

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Uses Software

• MARCA