Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
Markov chains that describe interacting subsystems suffer from state space explosion but lead to highly structured matrices. In this work, we propose a novel tensor-based algorithm to address such tensor-structured Markov chains. Our algorithm combines a tensorized multigrid method with AMEn, an optimization-based low-rank tensor solver, for addressing coarse grid …