Additive Schwarz Iterations for Markov Chains

DOI10.1137/040616541zbMath1097.65047WikidataQ115156457 ScholiaQ115156457MaRDI QIDQ5470471

Francisco Pedroche, Rafael Bru, Daniel B. Szyld

Publication date: 31 May 2006

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040616541

zbMATH Keywords

overlap; convergence; Markov chains; numerical examples; singular linear systems; singular \(M\)-matrices; block Jacobi method; multiplicative Schwarz method; additive Schwarz iterations

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C40: Numerical analysis or methods applied to Markov chains

15B48: Positive matrices and their generalizations; cones of matrices

65F10: Iterative numerical methods for linear systems

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Uses Software

• MARCA