Fast multilevel methods for Markov chains
نویسندگان
چکیده
منابع مشابه
Fast multilevel methods for Markov chains
This paper describes multilevel methods for the calculation of the stationary probability vector of large, sparse, irreducible Markov chains. In particular, several recently proposed significant improvements to the multilevel aggregation method of Horton and Leutenegger are described and compared. Furthermore, we propose a very simple improvement of that method using an over-correction mechanis...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2011
ISSN: 1070-5325
DOI: 10.1002/nla.800