Fast multilevel methods for Markov chains
Author:
Affiliation:
1. Department of Applied Mathematics; University of Waterloo; Waterloo Ontario N2L 3G1 Canada
2. Department of Computer Science; Technion-Israel Institute of Technology; Haifa 32000 Israel
Funder
Israeli Science Foundation
NSERC of Canada
Publisher
Wiley
Subject
Applied Mathematics,Algebra and Number Theory
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/nla.800/fullpdf
Reference46 articles.
1. Horton G Leutenegger ST A multi-level solution algorithm for steady-state Markov chains Proceedings of the 1994 ACM SIGMETRICS Conference on Measurement and Modeling of Computer Systems 1994 191 200
2. On-the-fly adaptive smoothed aggregation multigrid for Markov chains;Treister;Accepted to SIAM Journal on Scientific Computing,2011
3. Algebraic multigrid for Markov chains;De Sterck;SIAM Journal on Scientific Computing,2010
4. Top-level acceleration of adaptive algebraic multilevel methods for steady-state solution to Markov chains;De Sterck;Advances in Computational Mathematics,2010
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