Research Article

A New GMRES() Method for Markov Chains

Table 2

Numeric comparisons of three algorithms for the uniform chain with two weak links in the middle ( ).

Window size
2 345
CPU it CPU it CPU it CPU it

GMRES 0.2708 780.4917 98 0.4807 98 0.4763 98
RGMRES 0.1832 76 0.1924 76 0.1526 61 0.1593 65
GGMRES 0.0612 30 0.0915 40 0.0679 28 0.0927 38