A new iterative method for solving Large-Scale Markov chains
In this paper, we propose a new iterative method for solving Large-Scale Markov chains. This method combines some of the well known techniques such as aggregation, Gauss-Seidel effect and overrelaxation. Our aim is to take advantage of those techniques for accelerating the convergence rate.
KeywordsMarkov Chain Krylov Subspace GMRES Method Arnoldi Method Aggregate System
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