Algebraic Schwarz methods for the numeri
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Ivo Marek; Daniel B. Szyld
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Article
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2004
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Elsevier Science
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English
⚖ 222 KB
The convergence of additive and multiplicative Schwarz methods for computing certain characteristics of Markov chains such as stationary probability vectors and mean first passage matrices is studied. The main result is a convergence theorem for multiplicative Schwarz iterations when applied to sing