Square and stretch multigrid for stochastic matrix eigenproblems

DOI10.1002/NLA.708MaRDI QIDQ3094576zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergencealgorithmMarkov chainsprincipal eigenvectoralgebraic multigridsmoothed aggregationcoarse-grid correctioncolumn stochastic matrices

Mathematics Subject Classification ID

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)

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Cites work

• Aggregation-Based Algebraic Multilevel Preconditioning
• An Algebraic Multigrid Preconditioner for a Class of Singular M-Matrices
• An aggregation-based algebraic multigrid method
• Matrix Analysis
• Multigrid Methods for Differential Eigenproblems
• Multilevel Adaptive Aggregation for Markov Chains, with Application to Web Ranking
• Multilevel Adaptive Methods for Elliptic Eigenproblems: A Two-Level Convergence Theory
• Numerical Methods in Markov Chain Modeling
• Vector extrapolation methods with applications to solution of large systems of equations and to PageRank computations

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

Describes a project that uses

Uses Software

• MVMRWK
• MARCA

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