3 search results - page 1 / 1 » Smoothed Aggregation Multigrid for Markov Chains |
SIAMSC
2010
13 years 2 months ago
2010
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
SIAMSC
2008
13 years 4 months ago
2008
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
SIAMSC
2010
13 years 2 months ago
2010
A recursive acceleration method is proposed for multiplicative multilevel aggregation algorithms that calculate the stationary probability vector of large, sparse, and irreducible ...