A New GMRES(m) Method for Markov Chains
Joint Authors
Pu, Bing-Yuan
Wen, Chun
Huang, Ting-Zhu
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-30
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
This paper presents a class of new accelerated restarted GMRES method for calculating the stationary probability vector of an irreducible Markov chain.
We focus on the mechanism of this new hybrid method by showing how to periodically combine the GMRES and vector extrapolation method into a much efficient one for improving the convergence rate in Markov chain problems.
Numerical experiments are carried out to demonstrate the efficiency of our new algorithm on several typical Markov chain problems.
American Psychological Association (APA)
Pu, Bing-Yuan& Huang, Ting-Zhu& Wen, Chun. 2013. A New GMRES(m) Method for Markov Chains. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1008695
Modern Language Association (MLA)
Pu, Bing-Yuan…[et al.]. A New GMRES(m) Method for Markov Chains. Mathematical Problems in Engineering No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-1008695
American Medical Association (AMA)
Pu, Bing-Yuan& Huang, Ting-Zhu& Wen, Chun. A New GMRES(m) Method for Markov Chains. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1008695
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1008695