Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction

DOI10.1016/J.LAA.2006.09.003MaRDI QIDQ864562zbMATH OpenOpenAlexFDO

Authors Ivana Pultarová

Publication date 12 February 2007

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.09.003

zbMATH Keywords

irreducible stochastic matrixMarkov chainsstationary probabaility distribution vectorstochastic matrix

Mathematics Subject Classification ID

Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Review text

The paper shows some new results on local convergence analysis of one-class of iterative aggregation-disaggregation methods for computing a stationary probability distribution vector of an irreducible stochastic matrix. Methods where the basic iteration on the fine level corresponds to a multiplication by a polynomial of order one with nonnegative coefficents in the original matrix are considered. It is shown that this process is locally convergent for matrices with positive diagonals or when the coefficients of the polynomial are posititve. There are also some examples for which the process may diverge in local sense for higher degree polynomials even if it converges for a polynomial of a lower degree for the same matrix. The paper is well organized with carefully formulated proofs.

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Cites work

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Cited in

(9)

• Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators
• Error propogation formula of multi-level aggregation-disaggregation methods for non-symmetric problems
• Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices.
• Necessary and sufficient local convergence condition of one class of iterative aggregation-disaggregation methods
• scientific article; zbMATH DE number 510832 (Why is no real title available?)
• Physiology and pathology of iterative aggregation-disaggregation methods.
• scientific article; zbMATH DE number 1406969 (Why is no real title available?)
• Convergence of multi-level iterative aggregation-disaggregation methods
• A note on local and global convergence analysis of iterative aggregation-disaggregation methods.

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