Square and stretch multigrid for stochastic matrix eigenproblems
DOI10.1002/NLA.708zbMATH Open1240.65124OpenAlexW2021491994MaRDI QIDQ3094576FDOQ3094576
Authors: Eran Treister, Irad Yavneh
Publication date: 25 October 2011
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.708
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convergencealgorithmMarkov chainsprincipal eigenvectoralgebraic multigridsmoothed aggregationcoarse-grid correctioncolumn stochastic matrices
Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)
Cites Work
- Matrix Analysis
- Multilevel Adaptive Aggregation for Markov Chains, with Application to Web Ranking
- An aggregation-based algebraic multigrid method
- Multigrid Methods for Differential Eigenproblems
- Vector extrapolation methods with applications to solution of large systems of equations and to PageRank computations
- Aggregation-Based Algebraic Multilevel Preconditioning
- An Algebraic Multigrid Preconditioner for a Class of Singular M-Matrices
- Numerical Methods in Markov Chain Modeling
- Multilevel Adaptive Methods for Elliptic Eigenproblems: A Two-Level Convergence Theory
Cited In (8)
- On adaptively accelerated Arnoldi method for computing PageRank.
- AI‐enhanced iterative solvers for accelerating the solution of large‐scale parametrized systems
- Algebraic two-level convergence theory for singular systems
- A cost-effective smoothed multigrid with modified neighborhood-based aggregation for Markov chains
- Top-level acceleration of adaptive algebraic multilevel methods for steady-state solution to Markov chains
- Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method
- Fast multilevel methods for Markov chains.
- Convergence theory of exact interpolation scheme for computing several eigenvectors
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