Algebraic Multilevel Methods for Markov Chains
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- November 2017
- DOI:
- 10.48550/arXiv.1711.04332
- arXiv:
- arXiv:1711.04332
- Bibcode:
- 2017arXiv171104332P
- Keywords:
-
- Mathematics - Numerical Analysis;
- 65C40;
- 65F10;
- 65F15;
- 60J22
- E-Print:
- 19 pages, LaTex