Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators (Q1347065)
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English | Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators |
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Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators (English)
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15 October 1995
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The iterative aggregation method for the solution of linear systems is extended in several directions: to operator equations on Banach spaces; to the method with inexact correction, i.e., to methods where the (inner) linear system is in turn solved iteratively; and to the problem of finding stationary distributions of Markov operators. Local convergence is shown in all cases. The authors provide the proof of convergence for the iterative aggregation method for general stochastic matrices, not necessarily nearly decomposable matrices. The proofs are more general than that, they apply to Markov processes in general Banach spaces. The proofs are based on the idea of associating to the Markov operator a core operator which is zero-convergent, and on studying the convergence of the iterative aggregation method for the new associated system.
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local convergence
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iterative aggregation method
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operator equations
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Banach spaces
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method with inexact correction
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Markov operators
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stochastic matrices
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