Square and stretch multigrid for stochastic matrix eigenproblems
نویسندگان
چکیده
منابع مشابه
Square & Stretch Multigrid for Stochastic Matrix Eigenproblems∗∗
A novel multigrid algorithm for computing the principal eigenvector of column stochastic matrices is developed. The method is based on the Exact Interpolation Scheme multigrid approach of Brandt and Ron, whereby the prolongation is adapted to yield a better and better coarse representation of the sought eigenvector. A special feature of the present approach is the squaring of the stochastic mat...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2010
ISSN: 1070-5325
DOI: 10.1002/nla.708