Testing the nearest Kronecker product preconditioner on Markov chains and stochastic automata networks

Testing the nearest Kronecker product preconditioner on Markov chains and stochastic automata networks

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Article ID: iaor2007357
Country: United States
Volume: 16
Issue: 3
Start Page Number: 300
End Page Number: 315
Publication Date: Jun 2004
Journal: INFORMS Journal On Computing
Authors: ,
Abstract:

This paper is the experimental follow-up to a study by Langville and Stewart, 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.

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