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: | Stewart William J., Langville Amy N. |
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.