Smoothed Aggregation Multigrid for Markov Chains

@article{Sterck2010SmoothedAM,
  title={Smoothed Aggregation Multigrid for Markov Chains},
  author={Hans De Sterck and Thomas A. Manteuffel and Stephen F. McCormick and Killian Miller and J. Pearson and John W. Ruge and Geoffrey Sanders},
  journal={SIAM J. Scientific Computing},
  year={2010},
  volume={32},
  pages={40-61}
}
A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown how smoothing the interpolation and restriction operators can dramatically increase the efficiency of aggregation multigrid methods for Markov chains that have been proposed in the… CONTINUE READING