Abstract
SUMMARYThe restricted additive Schwarz method is adapted to the problem of computing the stationary probability distribution vector of large, sparse, and irreducible stochastic matrices. Inexact and two‐level variants are also considered as well as acceleration by Krylov subspace methods. The convergence properties are analyzed, and extensive numerical experiments aimed at assessing the effect of varying the number of subdomains and the amount of overlap are discussed. Copyright © 2011 John Wiley & Sons, Ltd.
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