We present a stationary iterative scheme for PageRank computation. The algorithm is based on a linear system formulation of the problem, uses inner/outer iterations, and amounts to a simple preconditioning technique. It is simple, can be easily implemented and parallelized, and requires minimal storage overhead. Convergence analysis shows that the algorithm is effective for a crude inner tolerance and is not particularly sensitive to the choice of the parameters involved. Numerical examples featuring matrices of dimensions up to approximately $10^7$ confirm the analytical results and demonstrate the accelerated convergence of the algorithm compared to the power method.
@InProceedings{gray_et_al:DagSemProc.07071.5, author = {Gray, Andrew P. and Greif, Chen and Lau, Tracy}, title = {{An Inner/Outer Stationary Iteration for Computing PageRank}}, booktitle = {Web Information Retrieval and Linear Algebra Algorithms}, pages = {1--8}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2007}, volume = {7071}, editor = {Andreas Frommer and Michael W. Mahoney and Daniel B. Szyld}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07071.5}, URN = {urn:nbn:de:0030-drops-10628}, doi = {10.4230/DagSemProc.07071.5}, annote = {Keywords: PageRank, power method, stationary method, inner/outer iterations, damping factor} }
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