The randomized algorithm for finding an eigenvector of the stochastic matrix with application to PageRank

DOI10.1134/S1064562409030338zbMath1176.65042MaRDI QIDQ736033

Alexander Nazin, Boris T. Polyak

Publication date: 26 October 2009

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceeigenvectorrandomized algorithmlargest eigenvaluestochastic matrixconvex stochastic optimizationmirror-descent methodPageRank problem

Mathematics Subject Classification ID

Searching and sorting (68P10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic matrices (15B51)

Related Items (1)

Randomized algorithm to determine the eigenvector of a stochastic matrix with application to the PageRank problem

Cites Work

• Unnamed Item
• Smooth minimization of non-smooth functions
• Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
• Lectures on Modern Convex Optimization
• Variational Analysis

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