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Event(s) on September 2005

  • Tuesday, 13th September, 2005

    Title: Arnoldi-type Algorithms for Computing Stationary Distribution Vectors, with Application to PageRank
    Speaker: Prof. Gene Golub, Department of Computer Science, Stanford University, USA
    Time/Place: 11:30  -  12:30
    Abstract: We consider the problem of iteratively computing the stationary distribution vector of large finite Markov chains. It is assumed that the matrices involved are too large for a decompositional approach to be effective, and matrix-vector products must be used. The problem is motivated by Google's PageRank algorithm for large web databases. We consider an Arnoldi-type restarted algorithm based on a combination of Arnoldi and the SVD. Connection of the algorithm to other techniques such as the quadratic extrapolation method is discussed, and the sensitivity of the PageRank problem is also addressed. Numerical examples illustrate the performance and convergence behavior of the algorithm. Joint work with Chen Grief



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