PARALLEL ALGORITHMS AND APPLICATIONS, VOL.6, NO.1, PP.25-37, 1995.

TITLE: The Arithmetic Mean Method for Finding the Stationary Vector of Markov 
       Chains

AUTHORS: Michele Benzi and Tugrul Dayar

ABSTRACT: In this paper we extend the arithmetic mean method for large, sparse 
systems of linear equations to the case where the coefficient matrix is a 
singular, irreducible M-matrix. Matrices of this kind arise in the computation 
of the stationary distribution vector for an irreducible Markov chain, as well 
as in other applications. We report on some numerical experiments on a simple 
reliability model, where two forms of the arithmetic mean method are compared. 
The method is well-suited for parallel implementation on a multiprocessor.

KEY WORDS: Singular linear systems, M-matrices, iterative methods, AGE methods,
parallel computing, Markov chains, reliability models.

C.R. CATEGORIES: G.1.0, G.1.3.