On the convergence of a class of multilevel methods for large sparse Markov chains

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dc.citation.epage1049en_US
dc.citation.issueNumber3en_US
dc.citation.spage1025en_US
dc.citation.volumeNumber29en_US
dc.contributor.authorBuchholz, P.en_US
dc.contributor.authorDayar, T.en_US
dc.date.accessioned2016-02-08T10:11:46Z
dc.date.available2016-02-08T10:11:46Z
dc.date.issued2007en_US
dc.departmentDepartment of Computer Engineeringen_US
dc.description.abstractThis paper investigates the theory behind the steady state analysis of large sparse Markov chains with a recently proposed class of multilevel methods using concepts from algebraic multigrid and iterative aggregation- disaggregation. The motivation is to better understand the convergence characteristics of the class of multilevel methods and to have a clearer formulation that will aid their implementation. In doing this, restriction (or aggregation) and prolongation (or disaggregation) operators of multigrid are used, and the Kronecker-based approach for hierarchical Markovian models is employed, since it suggests a natural and compact definition of grids (or levels). However, the formalism used to describe the class of multilevel methods for large sparse Markov chains has no influence on the theoretical results derived. © 2007 Society for Industrial and Applied Mathematics.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:11:46Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2007en
dc.identifier.doi10.1137/060651161en_US
dc.identifier.issn0895-4798
dc.identifier.urihttp://hdl.handle.net/11693/23304
dc.language.isoEnglishen_US
dc.publisherSociety for Industrial and Applied Mathematicsen_US
dc.relation.isversionofhttp://dx.doi.org/10.1137/060651161en_US
dc.source.titleSIAM Journal on Matrix Analysis and Applicationsen_US
dc.subjectAggregation-disaggregationen_US
dc.subjectKronecker-based numerical techniquesen_US
dc.subjectMarkov chainsen_US
dc.subjectMultigriden_US
dc.subjectMultilevel methodsen_US
dc.titleOn the convergence of a class of multilevel methods for large sparse Markov chainsen_US
dc.typeArticleen_US

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