Recursively accelerated multilevel aggregation for Markov chains

DOI10.1137/090770114MaRDI QIDQ3168811zbMATH OpenOpenAlexFDO

Authors Manda Winlaw, H. De Sterck, Killian Miller, Geoffrey Sanders

Publication date 19 April 2011

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090770114

zbMATH Keywords

aggregationalgebraic multigridalgorithmconvergence accelerationMarkov chainmultilevel methodnumerical examplesnumerical resultsquadratic programmingstationary probability vector

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(11)

• A cost-effective smoothed multigrid with modified neighborhood-based aggregation for Markov chains
• Multigrid method for nonlinear poroelasticity equations
• A probabilistic algorithm for aggregating vastly undersampled large Markov chains
• Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems
• Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method
• The finest level acceleration of multilevel aggregation for Markov chains
• The extrapolation-accelerated multilevel aggregation method in PageRank computation
• Fast multilevel methods for Markov chains.
• On adaptively accelerated Arnoldi method for computing PageRank.
• Top-level acceleration of adaptive algebraic multilevel methods for steady-state solution to Markov chains
• Accelerated multigrid for graph Laplacian operators

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