We introduce a new way of the analysis of iterative aggregation-disaggregation methods for computing stationary probability distribution vectors of stochastic matrices. This new approach is based on the Fourier transform of the error propagation matrix. Exact formula for its spectrum can be obtained if the stochastic matrix is circulant. Some examples are presented.
@article{702723,
title = {Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices},
booktitle = {Programs and Algorithms of Numerical Mathematics},
series = {GDML\_Books},
publisher = {Institute of Mathematics AS CR},
address = {Prague},
year = {2013},
pages = {168-173},
url = {http://dml.mathdoc.fr/item/702723}
}
Pultarová, Ivana. Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices, dans Programs and Algorithms of Numerical Mathematics, GDML_Books, (2013), pp. 168-173. http://gdmltest.u-ga.fr/item/702723/