Document Open Access Logo

Iteration at Different Levels: Multi-Level Methods fro Structured Markov Chains

Author Peter Buchholz



PDF
Thumbnail PDF

File

DagSemProc.07071.12.pdf
  • Filesize: 138 kB
  • 10 pages

Document Identifiers

Author Details

Peter Buchholz

Cite AsGet BibTex

Peter Buchholz. Iteration at Different Levels: Multi-Level Methods fro Structured Markov Chains. In Web Information Retrieval and Linear Algebra Algorithms. Dagstuhl Seminar Proceedings, Volume 7071, pp. 1-10, Schloss Dagstuhl - Leibniz-Zentrum für Informatik (2007)
https://doi.org/10.4230/DagSemProc.07071.12

Abstract

For the stationary analysis of large Markov chains in continuous and discrete time a wide variety of solution techniques has been applied in the past. Empirical comparisons show that in particular so called multi-level approaches that perform iterations at different levels are the most efficient solvers for a wide class of Markov chains. The methods combine ideas from aggregation disaggregation methods and algebraic multigrid. The talk gives an overview of the basic ideas of multi level approaches and shows which design alternatives for the algorithms exist. In particular it considers different forms of defining levels, available alternatives to realize prolongation and interpolation operations, different cycle types and different stopping criteria for the smoothing operations at each level. The last part of the talk is devoted to implementation issues and data structures that are necessary for an efficient realization of multi-level methods.
Keywords
  • Stationary Analysis
  • Multi-Level Techniques
  • Kronecker Representation

Metrics

  • Access Statistics
  • Total Accesses (updated on a weekly basis)
    0
    PDF Downloads
Questions / Remarks / Feedback
X

Feedback for Dagstuhl Publishing


Thanks for your feedback!

Feedback submitted

Could not send message

Please try again later or send an E-mail