Algebraic multigrid for Markov chains

DOI10.1137/090753589MaRDI QIDQ3084392zbMATH OpenOpenAlexFDO

Authors J. Ruge, H. De Sterck, Thomas A. Manteuffel, S. F. McCormick, Killian Miller, Geoffrey Sanders

Publication date 16 March 2011

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090753589

zbMATH Keywords

algebraic multigridirreducible singular M-matrixMarkov chainmultilevel methodnumerical resultsstationary probability vector

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)

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