Recursively Accelerated Multilevel Aggregation for Markov Chains

DOI10.1137/090770114zbMath1213.65018OpenAlexW2072443492MaRDI QIDQ3168811

Manda Winlaw, Geoffrey Sanders, Killian Miller, Hans De Sterck

Publication date: 19 April 2011

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

Full work available at URL: https://doi.org/10.1137/090770114

zbMATH Keywords

aggregationalgorithmnumerical resultsquadratic programmingnumerical examplesconvergence accelerationMarkov chainalgebraic multigridmultilevel methodstationary probability vector

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) 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 (10)

A cost-effective smoothed multigrid with modified neighborhood-based aggregation for Markov chains ⋮ Multigrid method for nonlinear poroelasticity equations ⋮ Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems ⋮ Top-level acceleration of adaptive algebraic multilevel methods for steady-state solution to Markov chains ⋮ The extrapolation-accelerated multilevel aggregation method in PageRank computation ⋮ Fast multilevel methods for Markov chains ⋮ Accelerated multigrid for graph Laplacian operators ⋮ On adaptively accelerated Arnoldi method for computing PageRank ⋮ Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method ⋮ A probabilistic algorithm for aggregating vastly undersampled large Markov chains

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