Algebraic Multigrid for Markov Chains

DOI10.1137/090753589zbMath1210.65016OpenAlexW2012349161MaRDI QIDQ3084392

J. Ruge, Hans De Sterck, Killian Miller, Stephen F. McCormick, Thomas A. Manteuffel, Geoffrey Sanders

Publication date: 16 March 2011

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

Full work available at URL: https://doi.org/10.1137/090753589

zbMATH Keywords

numerical resultsMarkov chainalgebraic multigridmultilevel methodstationary probability vectorirreducible singular M-matrix

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)

Related Items

Learning Optimal Multigrid Smoothers via Neural Networks ⋮ Top-level acceleration of adaptive algebraic multilevel methods for steady-state solution to Markov chains ⋮ Fast multilevel methods for Markov chains ⋮ Accelerated multigrid for graph Laplacian operators ⋮ Convergence theory of exact interpolation scheme for computing several eigenvectors ⋮ A Nonlinear Algebraic Multigrid Framework for the Power Flow Equations ⋮ Multigrid Methods for Tensor Structured Markov Chains with Low Rank Approximation ⋮ Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method ⋮ Algebraic Two-Level Convergence Theory for Singular Systems