An SVD approach to identifying metastable states of Markov chains

zbMATH Open1171.15008MaRDI QIDQ836734FDOQ836734

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

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

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zbMATH Keywords

Markov chainnumerical examplessingular value decompositioneigenvectorsalgorithmeigenvalue clusterstochastic matrixblock diagonal dominancemetastableconformation dynamics

Mathematics Subject Classification ID

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) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)

Cited In (4)

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

Uses Software

• JDQR
• TMG
• ARPACK
• JDQZ

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