Groups | Search | Server Info | Keyboard shortcuts | Login | Register [http] [https] [nntp] [nntps]

Groups > comp.programming.threads > #2369

Re: Markov chains...

Cross-posted to 2 groups.

Show all headers | View raw

On 5/21/2014 4:07 PM, aminer wrote:
>
> Hello,
>
>
> I have come to an interresting subject...
>
>
> As you have noticed i have implemented a parallel conjugate gradient
> solver, here it is:
>
> https://sites.google.com/site/aminer68/parallel-implementation-of-conjugate-gradient-linear-system-solver
>
>
>
> This parallel solver is useful in mathematical finite elements
> calculations etc.
>
> but it is also useful in mathematical calculations of Markov chains...
>
>
> Mathematical eigenvectors shows in phemenons that will exhibit a stable
> behavior with time... and in Markov chains we searh also for
> an eigenvector  where the systeme will stabilize so we have to resolve:
>
> A*vecteur(v) = 1*vecteur(v)



vecteur in french means vector.



>
> A is the transition matrix
> and v a vector.
>
>
> So since the Eigenvalue is 1 that means we have to solve the
> following system of equationa that will give you the eigenvector
> where the system will stabilize its behavior:
>
> (A - I)*vecteur(x)= vector(0)
>
> I is the indentity matrix.
>
> And you can solve this system of equations by
> my parallel conjugate gradient system solver also..
>
> or you can solve the following system of equations:
> (Transpose(A) - I)*vecteur(x)= vector(0)
>
>
> And you can solve this system of equations by
> my parallel conjugate gradient system solver also..
>
>
>
> Thank you,
> Amine Moulay Ramdane.
>
>
>
>
>
>
>
>
>
>
>
>

Back to comp.programming.threads | Previous | Next — Previous in thread | Find similar | Unroll thread

Thread

Markov chains... aminer <aminer@toto.net> - 2014-05-21 16:07 -0700
  Re: Markov chains... aminer <aminer@toto.net> - 2014-05-21 16:12 -0700

csiph-web