A note on local and global convergence analysis of iterative aggregation-disaggregation methods.

DOI10.1016/j.laa.2005.08.001zbMath1087.65030OpenAlexW2092517171MaRDI QIDQ819136

Ivana Pultarová, Ivo Marek

Publication date: 22 March 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2005.08.001

zbMATH Keywords

convergencenumerical examplesstochastic matrixiterative aggregation-disaggregation methodstationary probability distribution vector

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Related Items (6)

An iterative aggregation and disaggregation method for the steady state solution of large scale continuous systems ⋮ Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction ⋮ Aggregation Methods for Computing Steady States in Statistical Physics ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Convergence of multi-level iterative aggregation-disaggregation methods ⋮ Physiology and pathology of iterative aggregation–disaggregation methods

Cites Work

• An iterative aggregation-disaggregation algorithm for solving linear equations
• Block iterative algorithms for stochastic matrices
• Acceleration by aggregation of successive approximation methods
• A local convergence proof for the iterative aggregation method
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
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