An SVD approach to identifying metastable states of Markov chains

zbMath1171.15008MaRDI QIDQ836734

Daniel B. Szyld, Elena Virnik, David Fritzsche, Volker Mehrmann

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/130560

zbMATH Keywords

algorithmnumerical examplessingular value decompositioneigenvectorsMarkov chainstochastic matrixmetastableeigenvalue clusterblock diagonal dominanceconformation dynamics

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

Related Items (4)

Clustering behaviour in Markov chains with eigenvalues close to one ⋮ Clusters in Markov chains via singular vectors of Laplacian matrices ⋮ Spectral clustering for non-reversible Markov chains ⋮ A probabilistic algorithm for aggregating vastly undersampled large Markov chains

Uses Software

• JDQR
• TMG
• ARPACK
• JDQZ

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