Testing the Nearest Kronecker Product Preconditioner on Markov Chains and Stochastic Automata Networks

Authors:
Amy N. Langville;William J. Stewart
Affiliations:
-;-
Venue:
INFORMS Journal on Computing
Year:
2004

Citing 0
Cited 1

Structured analysis techniques for large Markov chains

SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains

Quantified Score

Hi-index	0.00

Visualization

Abstract

This paper is the experimental follow-up to Langville and Stewart (2002), where the theoretical background for the nearest Kronecker product (NKP) preconditioner was developed. Here we test the NKP preconditioner on both Markov chains (MCs) and stochastic automata networks (SANs). We conclude that the NKP preconditioner is not appropriate for general MCs, but is very effective for a MC stored as a SAN.