Block Triangular Preconditioners for -matrices and Markov Chains
نویسندگان
چکیده
BLOCK TRIANGULAR PRECONDITIONERS FOR -MATRICES AND MARKOV CHAINS MICHELE BENZI AND BORA UÇAR Abstract. We consider preconditioned Krylov subspace methods for solving large sparse linear systems under the assumption that the coefficient matrix is a (possibly singular) -matrix. The matrices are partitioned into block form using graph partitioning. Approximations to the Schur complement are used to produce various preconditioners of block triangular and block diagonal type. A few properties of the preconditioners are established, and extensive numerical experiments are used to illustrate the performance of the various preconditioners on singular linear systems arising from Markov modeling.
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Block Triangular Preconditioners for M-matrices and Markov Chains
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