Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

  • Authors:
  • Peter Buchholz;Gianfranco Ciardo; Author:;and P Kemper

  • Affiliations:
  • -;-;-;-

  • Venue:
  • Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models
  • Year:
  • 1997

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Abstract

We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the ``actual'''' state space instead of the ``potential'''' state space.