Block triangular preconditioners for \(M\)-matrices and Markov chains
Electronic transactions on numerical analysis, Tome 26 (2007), pp. 209-227
We consider preconditioned Krylov subspace methods for solving large sparse linear systems under the assumption that the coefficient matrix is a (possibly singular) -matrix. The matrices are partitioned into
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block form using graph partitioning. Approximations to the Schur complement are used to produce various preconditioners of block triangular and block diagonal type. A few properties of the preconditioners are established, and extensive numerical experiments are used to illustrate the performance of the various preconditioners on singular linear systems arising from Markov modeling.
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Classification :
05C50, 60J10, 60J22, 65F10, 65F35, 65F50
Keywords: -matrices, preconditioning, discrete Markov chains, iterative methods, graph partitioning $$###$$
Keywords: -matrices, preconditioning, discrete Markov chains, iterative methods, graph partitioning $$###$$
@article{ETNA_2007__26__a14,
author = {Benzi, Michele and U\c{c}ar, Bora},
title = {Block triangular preconditioners for {\(M\)-matrices} and {Markov} chains},
journal = {Electronic transactions on numerical analysis},
pages = {209--227},
year = {2007},
volume = {26},
zbl = {1171.65388},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2007__26__a14/}
}
TY - JOUR AU - Benzi, Michele AU - Uçar, Bora TI - Block triangular preconditioners for \(M\)-matrices and Markov chains JO - Electronic transactions on numerical analysis PY - 2007 SP - 209 EP - 227 VL - 26 UR - http://geodesic.mathdoc.fr/item/ETNA_2007__26__a14/ LA - en ID - ETNA_2007__26__a14 ER -
Benzi, Michele; Uçar, Bora. Block triangular preconditioners for \(M\)-matrices and Markov chains. Electronic transactions on numerical analysis, Tome 26 (2007), pp. 209-227. http://geodesic.mathdoc.fr/item/ETNA_2007__26__a14/