Algebraic Schwarz methods for the numerical solution of Markov chains

DOI10.1016/j.laa.2003.12.046zbMath1050.65030WikidataQ115156460 ScholiaQ115156460MaRDI QIDQ1434412

Daniel B. Szyld, Ivo Marek

Publication date: 4 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.laa.2003.12.046

zbMATH Keywords

convergence; Markov chains; Schwarz methods; iterative methods; sparse matrices; stochastic matrix; stationary probability vectors; singular M-matrices

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65F50: Computational methods for sparse matrices

65C40: Numerical analysis or methods applied to Markov chains

65F10: Iterative numerical methods for linear systems

Related Items

Unnamed Item, A sharp convergence estimate for the method of subspace corrections for singular systems of equations, An algebraic multigrid method with interpolation reproducing rigid body modes for semi-definite problems in two-dimensional linear elasticity, Triangular and skew-symmetric splitting method for numerical solutions of Markov chains

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