A parallel solver for large-scale Markov chains (Q1349139)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A parallel solver for large-scale Markov chains
scientific article

    Statements

    A parallel solver for large-scale Markov chains (English)
    0 references
    0 references
    0 references
    21 May 2002
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    preconditioning
    0 references
    Markov chains
    0 references
    parallel computation
    0 references
    numerical examples
    0 references
    singular matrix
    0 references
    approximated inverse
    0 references
    algorithm
    0 references