IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-1-4615-2241-6_24.html
   My bibliography  Save this book chapter

On the Utility of the Multi-Level Algorithm for the Solution of Nearly Completely Decomposable Markov Chains

In: Computations with Markov Chains

Author

Listed:
  • Scott T. Leutenegger

    (University of Denver 2360 S, Math and Computer Science Department)

  • Graham Horton

    (Universität Erlangen-Nürnberg Martensstr, Lehrstuhl für Rechnerstrukturen)

Abstract

Recently the Multi-Level algorithm was introduced as a general purpose solver for the solution of steady state Markov chains. In this paper we consider the performance of the Multi-Level algorithm for solving Nearly Completely Decomposable (NCD) Markov chains, for which special-purpose iterative aggregation/disaggregation algorithms such as the Koury-McAllister-Stewart (KMS) method have been developed that can exploit the decomposability of the the Markov chain. We present experimental results indicating that the general-purpose Multi-Level algorithm is competitive, and can be significantly faster than the special-purpose KMS algorithm when Gauss-Seidel and Gaussian Elimination are used for solving the individual blocks.

Suggested Citation

  • Scott T. Leutenegger & Graham Horton, 1995. "On the Utility of the Multi-Level Algorithm for the Solution of Nearly Completely Decomposable Markov Chains," Springer Books, in: William J. Stewart (ed.), Computations with Markov Chains, chapter 24, pages 425-442, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4615-2241-6_24
    DOI: 10.1007/978-1-4615-2241-6_24
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-1-4615-2241-6_24. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.