Abstract
Iterative aggregation methods are studied in two cases: the solution of linear systems of equaitons and finding stationary distributions of Markov Chains. Local convergence proofs are outlined for the exact method, as well as for the method were the system in the smaller space is solved only approximately.
This work was supported by the National Science Foundation grants DMS-8807338 and INT-9196077.
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© 1993 Springer-Verlag New York, Inc.
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Szyld, D.B. (1993). Local Convergence of (Exact and Inexact) Iterative Aggregation. In: Meyer, C.D., Plemmons, R.J. (eds) Linear Algebra, Markov Chains, and Queueing Models. The IMA Volumes in Mathematics and its Applications, vol 48. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8351-2_10
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