Fourier analysis of the aggregation based algebraic multigrid for stochastic matrices

DOI10.1137/130913821MaRDI QIDQ5413663zbMATH OpenOpenAlexFDO

Authors Ivana Pultarová

Publication date 30 April 2014

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

Full work available at URL https://doi.org/10.1137/130913821

zbMATH Keywords

aggregation based algebraic multigriderror propagation formulaFourier transformiterative aggregation-disaggregation methodMarkov chainsnumerical experimentsstochastic matrices

Mathematics Subject Classification ID

Stochastic matrices (15B51) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

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Cited in

(5)

• Square and stretch multigrid for stochastic matrix eigenproblems
• Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices.
• Analysis of Aggregation-Based Multigrid
• Convergence theory of exact interpolation scheme for computing several eigenvectors
• Aggregation Methods for Computing Steady States in Statistical Physics

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