A parallel solver for large-scale Markov chains
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Detailed discussion and theoretical background of preconditioning Markov problems with singular matrix by approximated inverse (AINV). The basic algorithm is Bi-CGSTAB, parallelization is by graph partitioning. Numerical examples on a Origin 2000 for several Markov problems are presented.
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Cites work
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Cited in
(15)- Alternating two-stage methods for consistent linear systems with applications to the parallel solution of Markov chains
- A direct projection method for Markov chains
- Preconditioning techniques for large linear systems: A survey
- Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives
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