A note on local and global convergence analysis of iterative aggregation-disaggregation methods.

DOI10.1016/J.LAA.2005.08.001MaRDI QIDQ819136zbMATH OpenOpenAlexFDO

Authors Ivo Marek, Ivana Pultarová

Publication date 22 March 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2005.08.001

zbMATH Keywords

convergencenumerical examplesstochastic matrixiterative aggregation-disaggregation methodstationary probability distribution vector

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Recommendations

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Cites work

• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• scientific article; zbMATH DE number 1406969 (Why is no real title available?)
• scientific article; zbMATH DE number 1433445 (Why is no real title available?)
• scientific article; zbMATH DE number 956817 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A local convergence proof for the iterative aggregation method
• Acceleration by aggregation of successive approximation methods
• An iterative aggregation-disaggregation algorithm for solving linear equations
• Block iterative algorithms for stochastic matrices
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices

Cited in

(18)

• Necessary and sufficient local convergence condition of one class of iterative aggregation-disaggregation methods
• Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators
• Error propogation formula of multi-level aggregation-disaggregation methods for non-symmetric problems
• scientific article; zbMATH DE number 2069265 (Why is no real title available?)
• Aggregation Methods for Computing Steady States in Statistical Physics
• An iterative aggregation and disaggregation method for the steady state solution of large scale continuous systems
• scientific article; zbMATH DE number 1406969 (Why is no real title available?)
• Aggregation/Disaggregation for Eigenvalue Problems
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Convergence of multi-level iterative aggregation-disaggregation methods
• Multiparametric analogues of methods of iterative aggregation
• scientific article; zbMATH DE number 66945 (Why is no real title available?)
• Physiology and pathology of iterative aggregation-disaggregation methods.
• Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction
• Ordering of matrices for iterative aggregation --- disaggregation methods
• Convergence issues in the theory and practice of iterative aggregation/disaggregation methods
• Iterative aggregation: convergence rate
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices

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