Author(s) :
Elena Virnik
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 03-2006
MSC 2000
- 65F10 Iterative methods for linear systems
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65M55 Multigrid methods; domain decomposition
Abstract :
We apply Algebraic Multigrid (AMG) as a preconditioner for solving large singular linear systems of the type $(I-T^T)x=0$ with GMRES. Here, $T$ is assumed to be the transition matrix of a Markov process. Although AMG and GMRES are originally designed for the solution of regular systems, with adequate adaptation their applicability can be extended to problems as described above.
Keywords :
Algebraic Multigrid, preconditioner, large linear systems, Markov chains