A note on local and global convergence analysis of iterative aggregation-disaggregation methods. (Q819136)
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 note on local and global convergence analysis of iterative aggregation-disaggregation methods. |
scientific article; zbMATH DE number 5014287
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on local and global convergence analysis of iterative aggregation-disaggregation methods. |
scientific article; zbMATH DE number 5014287 |
Statements
A note on local and global convergence analysis of iterative aggregation-disaggregation methods. (English)
0 references
22 March 2006
0 references
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.
0 references
stochastic matrix
0 references
stationary probability distribution vector
0 references
iterative aggregation-disaggregation method
0 references
numerical examples
0 references
convergence
0 references
0.93373096
0 references
0.93022233
0 references
0.91660947
0 references
0 references
0.8928863
0 references
0.8686001
0 references
0.86770207
0 references
