Block triangular preconditioners for M-matrices and Markov chains

zbMATH Open1171.65388MaRDI QIDQ836671FDOQ836671

Authors: Michele Benzi, Bora Uçar 

Publication date: 8 September 2009

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/130667

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zbMATH Keywords

Krylov subspace methodspreconditioningnumerical experimentsgraph partitioningiterative methods\(M\)-matrixSchur complementlarge sparse linear systemsdiscrete Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Computational methods for sparse matrices (65F50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cited In (12)

• Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models
• Comparison of Partitioning Techniques for Two-Level Iterative Solvers on Large, Sparse Markov Chains
• Block triangular and skew symmetric splitting method for steady state vector of linear system of ergodic block circulant Markov chains
• A Kronecker product approximate preconditioner for SANs
• An Algebraic Multigrid Preconditioner for a Class of Singular M-Matrices
• Inexact GMRES for singular linear systems
• Generalized triangular and symmetric splitting method for steady state probability vector of stochastic matrices
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• Navier-Stokes solvers for incompressible single- and two-phase flows
• Algebraic multigrid block preconditioning for multi-group radiation diffusion equations
• A parallel solver for large-scale Markov chains
• Efficient and Stable Solution of M-Matrix Linear Systems of (Block) Hessenberg Form

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