Ela Error Propagation Formula of Multi-level Iterative Aggregation-disaggregation Methods for Non-symmetric Problems

نویسندگان

  • IVANA PULTAROVÁ
  • Ivana Pultarová
چکیده

Iterative aggregation-disaggregation methods for numerical computing of stationary probability distribution vectors of stochastic matrices are studied. The methods can use arbitrary numbers of levels and of smoothing steps. A formula for the error propagation is derived. Using this formula, some asymptotic convergence properties of these methods for non-symmetric problems are demonstrated.

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تاریخ انتشار 2012