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Algebraic multigrid for directed graph Laplacian linear systems (NS‐LAMG)
Author(s) -
Fox Alyson,
Manteuffel Thomas
Publication year - 2018
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.2152
Subject(s) - multigrid method , algebraic connectivity , laplacian matrix , mathematics , laplace operator , markov chain , solver , linear system , directed graph , graph , algorithm , discrete mathematics , mathematical optimization , partial differential equation , mathematical analysis , statistics
Summary We propose nonsymmetric lean algebraic multigrid (NS‐LAMG), a new algebraic multigrid algorithm for directed graph Laplacian systems that combines ideas from undirected graph Laplacian multigrid solvers and multigrid algorithms for Markov chain stationary distribution systems. Low‐degree elimination, proposed in LAMG for undirected graphs, is generalized to directed graphs and is a key component of NS‐LAMG. In the setup phase, we propose a simple stationary‐aggregation multigrid algorithms for Markov chain stationary distribution systems solver enhanced by low‐degree elimination to find the right null‐space vector that is used for the intergrid transfer operators. Numerical results show that low‐degree elimination improves performance and that NS‐LAMG outperforms generalized minimal residual method with restart and stable bi‐conjugate gradient method for real‐world, directed graph Laplacian linear systems.