An Algebraic Multigrid Preconditioner for a Class of Singular M-Matrices
نویسنده
چکیده
We apply algebraic multigrid (AMG) as a preconditioner for solving large singular linear systems of the type (I−T T )x = 0 with GMRES. Here, T is assumed to be the transition matrix of a Markov process. Although AMG and GMRES are originally designed for the solution of regular systems, with adequate adaptation their applicability can be extended to problems as described above.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 29 شماره
صفحات -
تاریخ انتشار 2007