40 search results - page 1 / 8 » Algebraic Multigrid for Markov Chains |
SIAMSC
2010
13 years 5 months ago
2010
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
SIAMSC
2010
13 years 5 months ago
2010
Abstract. An algebraic multigrid (AMG) method is presented for the calculation of the stationary probability vector of an irreducible Markov chain. The method is based on standard ...
SIAMSC
2008
13 years 6 months ago
2008
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
SIMVIS
2004
13 years 8 months ago
2004
This paper illustrates the current state of development of an algorithm for the steady state solution of continuous-time Markov chains. The so-called multi-level algorithm utilize...
SIAMSC
2010
13 years 5 months ago
2010
A recursive acceleration method is proposed for multiplicative multilevel aggregation algorithms that calculate the stationary probability vector of large, sparse, and irreducible ...