A note on local and global convergence analysis of iterative aggregation-disaggregation methods. (Q819136)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on local and global convergence analysis of iterative aggregation-disaggregation methods. |
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A note on local and global convergence analysis of iterative aggregation-disaggregation methods. (English)
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22 March 2006
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The purpose of the paper is to present some convergence properties of the iterative aggregation-disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of convergence are established. Some global convergence considerations are presented. Several illustrative examples are included.
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stochastic matrix
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stationary probability distribution vector
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iterative aggregation-disaggregation method
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numerical examples
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convergence
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