A Bootstrap Algebraic Multilevel Method for Markov Chains

DOI10.1137/100791816zbMath1269.65033arXiv1004.1451OpenAlexW2026824692MaRDI QIDQ3116499

Andreas Frommer, Irene Livshits, Achi Brandt, James Brannick, Karsten Kahl, Matthias Bolten

Publication date: 23 February 2012

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

Full work available at URL: https://arxiv.org/abs/1004.1451

zbMATH Keywords

bootstrapMarkov chainsnumerical examplesadaptive methodsalgebraic multigridstochastic matricesgeneralized minimal residual (GMRES) iterationleast squares prolongationmultilevel eigensolverpreconditioned GMRES iteration

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51) Preconditioners for iterative methods (65F08)

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