State Space Orderings for Gauss--Seidel in Markov Chains Revisited
SIAM Journal on Scientific Computing
An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
ACM Transactions on Mathematical Software (TOMS)
A Reordering for the PageRank Problem
SIAM Journal on Scientific Computing
Convergence Analysis of a PageRank Updating Algorithm by Langville and Meyer
SIAM Journal on Matrix Analysis and Applications
On the Convergence of a Class of Multilevel Methods for Large Sparse Markov Chains
SIAM Journal on Matrix Analysis and Applications
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The paper presents some modifications of two-level methods for computing stationary probability distribution vector of large discrete time Markov chains. The approach considered is an iterative aggregation - disaggregation method. Two types of permuting the events are considered in order to improve the convergence.