Algebraic Multigrid for Markov Chains

Algebraic Multigrid for Markov Chains: "H. De Sterck, T. A. Manteuffel, S. F. McCormick, K. Miller, J. Ruge et al.

An algebraic multigrid (AMG) method is presented for the calculation of the stationary probability vector of an irreducible Markov chain. The method is based on standard AMG for nonsingular linear systems, but in a multiplicative, adaptive setting. A modified AMG interpolation formula is proposed t ... [SIAM J. Sci. Comput. 32, 544 (2010)] published Wed Feb 17, 2010."