Experimental Study of a Parallel Iterative Solver for Markov Chain Modeling
Numerical Analysis
2023-02-16 v1 Numerical Analysis
Abstract
This paper presents the results of a preliminary experimental investigation of the performance of a stationary iterative method based on a block staircase splitting for solving singular systems of linear equations arising in Markov chain modelling. From the experiments presented, we can deduce that the method is well suited for solving block banded or more generally localized systems in a parallel computing environment. The parallel implementation has been benchmarked using several Markovian models.
Cite
@article{arxiv.2302.07551,
title = {Experimental Study of a Parallel Iterative Solver for Markov Chain Modeling},
author = {V. Besozzi and M. Della Bartola and L. Gemignani},
journal= {arXiv preprint arXiv:2302.07551},
year = {2023}
}