Alternating two-stage methods for consistent linear systems with applications to the parallel solution of Markov chains

被引:8
|
作者
Migallon, Hector [2 ]
Migallon, Violeta [1 ]
Penades, Jose [1 ]
机构
[1] Univ Alicante, Dept Ciencia Computac & Inteligencia Artificial, E-03071 Alicante, Spain
[2] Univ Miguel Hernandez, Dept Fis & Arquitectura Comp, E-03202 Alicante, Spain
关键词
Alternating two-stage methods; Parallel algorithms; Linear systems; Block methods; Markov chains; ITERATIVE METHODS; CONVERGENCE; SPLITTINGS;
D O I
10.1016/j.advengsoft.2008.12.021
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Two-stage methods in which the inner iterations are accomplished by an alternating method are developed. Convergence of these methods is shown in the context of solving singular and nonsingular linear systems. These methods are suitable for parallel computation. Experiments related to finding stationary probability distribution of Markov chains are performed. These experiments demonstrate that the parallel implementation of these methods can solve singular systems of linear equations in substantially less time than the sequential counterparts. (C) 2009 Civil-Comp Ltd. and Elsevier Ltd. All rights reserved.
引用
收藏
页码:13 / 21
页数:9
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