Block triangular preconditioners for \(M\)-matrices and Markov chains

zbMath1171.65388MaRDI QIDQ836671

Bora Uçar, Michele Benzi

Publication date: 8 September 2009

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/130667

zbMATH Keywords

Schur complementnumerical experimentspreconditioning\(M\)-matrixiterative methodsgraph partitioningKrylov subspace methodslarge sparse linear systemsdiscrete Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for sparse matrices (65F50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (5)

Triangular and skew-symmetric splitting method for numerical solutions of Markov chains ⋮ Algebraic Multigrid Block Preconditioning for Multi-Group Radiation Diffusion Equations ⋮ Navier-Stokes Solvers for Incompressible Single- and Two-Phase Flows ⋮ Inexact GMRES for singular linear systems ⋮ Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models

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