Block SOR Preconditioned Projection Methods for Kronecker Structured Markovian Representations

DOI10.1137/S1064827503425882MaRDI QIDQ5318302zbMATH OpenOpenAlexFDO

Authors Peter Buchholz, Tuugrul Dayar

Publication date 22 September 2005

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

Full work available at URL https://doi.org/10.1137/s1064827503425882

zbMATH Keywords

COLAMD orderingKronecker structured numerical techniquesMarkov chainspreconditioningreal Schur factorization

Mathematics Subject Classification ID

Vector and tensor algebra, theory of invariants (15A72) Continuous-time Markov processes on discrete state spaces (60J27) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

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• scientific article; zbMATH DE number 956798

Cited in

(8)

• Block SOR for Kronecker structured representations
• Compact representation of solution vectors in Kronecker-based Markovian analysis
• Comparison of multilevel methods for Kronecker-based Markovian representations
• Testing the nearest Kronecker product preconditioner on Markov chains and stochastic automata networks
• Formalisms for specifying Markovian population models
• On vector-Kronecker product multiplication with rectangular factors
• A Kronecker product approximate preconditioner for SANs
• Formalisms for Specifying Markovian Population Models

Describes a project that uses

Uses Software

• COLAMD
• APNN-Toolbox

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