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A Parallel Solver for Large-Scale Markov Chains

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    0404630 - UIVT-O 20020042 RIV NL eng J - Journal Article
    Benzi, M. - Tůma, Miroslav
    A Parallel Solver for Large-Scale Markov Chains.
    Applied Numerical Mathematics. Roč. 41, - (2002), s. 135-153. ISSN 0168-9274. E-ISSN 1873-5460
    R&D Projects: GA AV ČR IAA2030801; GA ČR GA101/00/1035
    Keywords : parallel preconditioning * iterative methods * discrete Markov chains * generalized inverses * singular matrices * graph partitioning * AINV * Bi-CGSTAB
    Subject RIV: BA - General Mathematics
    Impact factor: 0.504, year: 2002

    We consider the parallel computation of the stationary probability distribution vector of ergodic Markov chains with large state spaces by preconditioned Krylov subspace methods. The parallel preconditioner is obtained as an explicit approximation, in factorized form, of a particular generalized inverse of the generator matrix of the Markov process. Graph partitioning is used to parallelize the whole algorithm, resulting in a two-level method. Conditions that guarantee the existence of the preconditioner...
    Permanent Link: http://hdl.handle.net/11104/0124872

     
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