A new \(\mathrm{GMRES}(m)\) method for Markov chains (Q459638)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new GMRES(m) method for Markov chains |
scientific article; zbMATH DE number 6354176
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new \(\mathrm{GMRES}(m)\) method for Markov chains |
scientific article; zbMATH DE number 6354176 |
Statements
A new \(\mathrm{GMRES}(m)\) method for Markov chains (English)
0 references
13 October 2014
0 references
Summary: This paper presents a class of new accelerated restarted GMRES method for calculating the stationary probability vector of an irreducible Markov chain. We focus on the mechanism of this new hybrid method by showing how to periodically combine the GMRES and vector extrapolation method into a much efficient one for improving the convergence rate in Markov chain problems. Numerical experiments are carried out to demonstrate the efficiency of our new algorithm on several typical Markov chain problems.
0 references
0.7675649523735046
0 references
0.7666521072387695
0 references
0.7615064978599548
0 references
0.758389413356781
0 references
0.7572464346885681
0 references
