A note on local and global convergence analysis of iterative aggregation–disaggregation methods

The purpose of the paper is to present some convergence properties of the iterative aggregation–disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of conv...

Full description

Saved in:
Bibliographic Details
Published in:Linear algebra and its applications 2006-03, Vol.413 (2), p.327-341
Main Authors: Marek, Ivo, Pultarová, Ivana
Format: Article
Language:English
Subjects:
Algebra
Exact sciences and technology
Iterative aggregation–disaggregation method
Linear and multilinear algebra, matrix theory
Mathematics
Sciences and techniques of general use
Stationary probability distribution vector
Stochastic matrix
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The purpose of the paper is to present some convergence properties of the iterative aggregation–disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of convergence are established. Some global convergence considerations are presented. Several illustrative examples are included.
ISSN:0024-3795
1873-1856
DOI:10.1016/j.laa.2005.08.001