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A GRAPH BASED APPROACH TO THE CONVERGENCE OF ONE LEVEL SCHWARZ ITERATIONS FOR SINGULAR M-MATRICES AND MARKOV CHAINS.
- Source :
-
SIAM Journal on Matrix Analysis & Applications . 2008, Vol. 30 Issue 4, p1371-1391. 21p. 3 Diagrams. - Publication Year :
- 2008
-
Abstract
- We study the convergence of additive and multiplicative Schwarz iterations applied to singular M-matrices and Markov chains. We do our investigations in order to solve consistent linear systems or to calculate a probability distribution vector of a Markov chain. It turns out that for a certain set of equations we are able to prove convergence for both methods with a reliable degree of freedom concerning the overlap. These new convergence theorems are based on a graph theoretical approach and represent the main results of this paper. Other applications of the introduced theory are also discussed. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08954798
- Volume :
- 30
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Matrix Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 36333954
- Full Text :
- https://doi.org/10.1137/070687888