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SIAMSC
2010
116views more  SIAMSC 2010»
13 years 11 months ago
Recursively Accelerated Multilevel Aggregation for Markov Chains
A recursive acceleration method is proposed for multiplicative multilevel aggregation algorithms that calculate the stationary probability vector of large, sparse, and irreducible ...
Hans De Sterck, K. Miller, G. Sanders, M. Winlaw
SIAMSC
2010
114views more  SIAMSC 2010»
13 years 11 months ago
Smoothed Aggregation Multigrid for Markov Chains
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...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
SIAMSC
2010
165views more  SIAMSC 2010»
13 years 11 months ago
Algebraic Multigrid for Markov Chains
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 ...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...