On-the-Fly Adaptive Smoothed Aggregation Multigrid for Markov Chains

DOI10.1137/100799034zbMath1232.65167OpenAlexW2048803822MaRDI QIDQ3116467

Eran Treister, Irad Yavneh

Publication date: 23 February 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100799034

zbMATH Keywords

Markov chainsadaptive algebraic multigridadaptive smoothed aggregationparallel algebraic multigrid

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Related Items

A cost-effective smoothed multigrid with modified neighborhood-based aggregation for Markov chains, Measure-based diffusion grid construction and high-dimensional data discretization, Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems, Fast multilevel methods for Markov chains, Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method, Algebraic Two-Level Convergence Theory for Singular Systems

Uses Software

• MVMRWK