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On the utility of the multi-level algorithm for the solution of nearly completely decomposable markov chains
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Leutenegger, Scott T. Horton, Graham |
| Copyright Year | 1994 |
| Description | Recently the Multi-Level algorithm was introduced as a general purpose solver for the solution of steady state Markov chains. In this paper, we consider the performance of the Multi-Level algorithm for solving Nearly Completely Decomposable (NCD) Markov chains, for which special-purpose iteractive aggregation/disaggregation algorithms such as the Koury-McAllister-Stewart (KMS) method have been developed that can exploit the decomposability of the the Markov chain. We present experimental results indicating that the general-purpose Multi-Level algorithm is competitive, and can be significantly faster than the special-purpose KMS algorithm when Gauss-Seidel and Gaussian Elimination are used for solving the individual blocks. |
| File Size | 748525 |
| Page Count | 18 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19950004405 |
| Archival Resource Key | ark:/13960/t4dn92m3x |
| Language | English |
| Publisher Date | 1994-06-01 |
| Access Restriction | Open |
| Subject Keyword | Mathematical And Computer Sciences (general) Problem Solving Markov Chains Decomposition Algorithms Gaussian Elimination Steady State 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 |
