A local convergence proof for the iterative aggregation method
โ Scribed by Jan Mandel; Bohuslav Sekerka
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 477 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract This paper concludes one part of the local convergence analysis of a certain class of iterative aggregationโdisaggregation methods for computing a stationary probability distribution vector of an irreducible stochastic matrix __B__. We show that the local convergence of the algorithm is
An aggregation/disaggregation iterative algorithm for computing stationary probability vectors of stochastic matrices is analysed. Two convergence results are presented. First, it is shown that fast, global convergence can be achieved provided that a sufficiently high number of relaxations is perfor