Testing the Nearest Kronecker Product Preconditioner on Markov Chains and Stochastic Automata Networks
نویسندگان
چکیده
T paper is the experimental follow-up to Langville and Stewart (2002), where the theoretical background for the nearest Kronecker product (NKP) preconditioner was developed. Here we test the NKP preconditioner on both Markov chains (MCs) and stochastic automata networks (SANs). We conclude that the NKP preconditioner is not appropriate for general MCs, but is very effective for a MC stored as a SAN.
منابع مشابه
Preconditioning for Stochastic Automata Networks
LANGVILLE, AMY N. Preconditioning for Stochastic Automata Networks. (Under the direction of William J. Stewart.) Many very large Markov chains can be modeled efficiently as Stochastic Automata Networks (SANs). A SAN is composed of individual automata that, for the most part, act independently, requiring only infrequent interaction. SANs represent the generator matrix Q of the underlying Markov ...
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ورودعنوان ژورنال:
- INFORMS Journal on Computing
دوره 16 شماره
صفحات -
تاریخ انتشار 2004