Repository: Freie Universität Berlin, Math Department

Algebraic Multilevel Methods for Markov Chains

Polthier, L. (2017) Algebraic Multilevel Methods for Markov Chains. SFB 1114 Preprint in arXiv:1711.04332 . pp. 1-19. (Unpublished)

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Official URL: https://arxiv.org/abs/1711.04332

Abstract

A new algebraic multilevel algorithm for computing the second eigenvector of a column-stochastic matrix is presented. The method is based on a deflation approach in a multilevel aggregation framework. In particular a square and stretch approach, first introduced by Treister and Yavneh, is applied. The method is shown to yield good convergence properties for typical example problems.

Item Type:Article
Subjects:Mathematical and Computer Sciences > Mathematics > Numerical Analysis
Divisions:Department of Mathematics and Computer Science > Institute of Mathematics
ID Code:2135
Deposited By: Ekaterina Engel
Deposited On:23 Nov 2017 13:22
Last Modified:26 Feb 2018 12:31

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