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A multi-level solution algorithm for steady-state markov chains
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Leutenegger, Scott T. Horton, Graham |
| Copyright Year | 1993 |
| Description | A new iterative algorithm, the multi-level algorithm, for the numerical solution of steady state Markov chains is presented. The method utilizes a set of recursively coarsened representations of the original system to achieve accelerated convergence. It is motivated by multigrid methods, which are widely used for fast solution of partial differential equations. Initial results of numerical experiments are reported, showing significant reductions in computation time, often an order of magnitude or more, relative to the Gauss-Seidel and optimal SOR algorithms for a variety of test problems. The multi-level method is compared and contrasted with the iterative aggregation-disaggregation algorithm of Takahashi. |
| File Size | 1370656 |
| Page Count | 34 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19940016989 |
| Archival Resource Key | ark:/13960/t78s9ng15 |
| Language | English |
| Publisher Date | 1993-11-01 |
| Access Restriction | Open |
| Subject Keyword | Computer Programming And Software Algorithms Partial Differential Equations Multigrid Methods Iterative Solution Markov Chains Steady State Convergence Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
