The randomized algorithm for finding an eigenvector of the stochastic matrix with application to PageRank

DOI10.1134/S1064562409030338MaRDI QIDQ736033zbMATHFDO

Authors Alexander Nazin, Boris T. Polyak

Publication date 26 October 2009

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergencerandomized algorithmeigenvectorlargest eigenvaluestochastic matrixconvex stochastic optimizationmirror-descent methodPageRank problem

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Searching and sorting (68P10) Stochastic matrices (15B51) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• Google's PageRank and beyond. The science of search engine rankings
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
• Smooth minimization of non-smooth functions
• Variational Analysis

Cited in

(3)

• Randomized algorithm to determine the eigenvector of a stochastic matrix with application to the PageRank problem
• Deterministic coresets for stochastic matrices with applications to scalable sparse PageRank
• On efficient randomized algorithms for finding the PageRank vector

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