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Main Title: An Algebraic Multigrid Preconditioner for a class of singular M-Matrices
Author(s): Virnik, Elena
Type: Research Paper
Abstract: We apply Algebraic Multigrid (AMG) as a preconditioner for solving large singular linear systems of the type $(I-T^T)x=0$ with GMRES. Here, $T$ is assumed to be the transition matrix of a Markov process. Although AMG and GMRES are originally designed for the solution of regular systems, with adequate adaptation their applicability can be extended to problems as described above.
Subject(s): algebraic multigrid
large linear systems
Markov chains
Issue Date: 6-Jan-2006
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 65F10 Iterative methods for linear systems
65M55 Multigrid methods; domain decomposition
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2006, 03
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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