Iterative aggregation: disaggregation methods and ordering algorithms
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
Convergence of multi-level iterative aggregation-disaggregation methods
Journal of Computational and Applied Mathematics
Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
Computers & Mathematics with Applications
A Bootstrap Algebraic Multilevel Method for Markov Chains
SIAM Journal on Scientific Computing
| Hi-index | 0.00 |
This 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.