A note on local and global convergence analysis of iterative aggregation-disaggregation methods.

DOI10.1016/J.LAA.2005.08.001MaRDI QIDQ819136zbMATH OpenOpenAlexFDO

Authors Ivo Marek, Ivana Pultarová

Publication date 22 March 2006

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

Full work available at URL https://doi.org/10.1016/j.laa.2005.08.001

zbMATH Keywords

convergenceiterative aggregation-disaggregation methodnumerical examplesstationary probability distribution vectorstochastic matrix

Mathematics Subject Classification ID

Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10)

Review text

The purpose of the paper is to present some convergence properties of the iterative aggregation-disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of convergence are established. Some global convergence considerations are presented. Several illustrative examples are included.

Recommendations

• Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction
• Necessary and sufficient local convergence condition of one class of iterative aggregation-disaggregation methods
• Convergence of multi-level iterative aggregation-disaggregation methods
• Convergence issues in the theory and practice of iterative aggregation/disaggregation methods
• scientific article; zbMATH DE number 510832
• scientific article; zbMATH DE number 66945
• A convergence analysis of the iterative aggregation method with one parameter
• Local convergence analysis of two iterative methods
• Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators
• Local convergence of a certain class of iterative methods and applications

Cites work

• A local convergence proof for the iterative aggregation method
• Acceleration by aggregation of successive approximation methods
• An iterative aggregation-disaggregation algorithm for solving linear equations
• Block iterative algorithms for stochastic matrices
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• scientific article; zbMATH DE number 1406969 (Why is no real title available?)
• scientific article; zbMATH DE number 1433445 (Why is no real title available?)
• scientific article; zbMATH DE number 956817 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)

Cited in

(19)

• Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• An iterative aggregation and disaggregation method for the steady state solution of large scale continuous systems
• Error propogation formula of multi-level aggregation-disaggregation methods for non-symmetric problems
• Ordering of matrices for iterative aggregation --- disaggregation methods
• Multiparametric analogues of methods of iterative aggregation
• Necessary and sufficient local convergence condition of one class of iterative aggregation-disaggregation methods
• Aggregation/Disaggregation for Eigenvalue Problems
• Iterative aggregation: convergence rate
• scientific article; zbMATH DE number 66945 (Why is no real title available?)
• scientific article; zbMATH DE number 510832 (Why is no real title available?)
• scientific article; zbMATH DE number 2069265 (Why is no real title available?)
• Physiology and pathology of iterative aggregation-disaggregation methods.
• scientific article; zbMATH DE number 1406969 (Why is no real title available?)
• Aggregation Methods for Computing Steady States in Statistical Physics
• Convergence of multi-level iterative aggregation-disaggregation methods
• Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction
• Convergence issues in the theory and practice of iterative aggregation/disaggregation methods

This page was built for publication: A note on local and global convergence analysis of iterative aggregation-disaggregation methods.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q819136)