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.
翻译:本文介绍了基于块阶梯分裂的平稳迭代方法在求解马尔可夫链建模中产生的奇异线性方程组时的性能初步实验研究结果。通过所呈现的实验,我们可推断该方法非常适合在并行计算环境下求解块带状或更一般意义上的局部化系统。并行实现已通过多种马尔可夫模型进行了基准测试。