Testing the Nearest Kronecker Product Preconditioner on Markov Chains and Stochastic Automata Networks

This paper is the experimental follow-up to Langville and Stewart (2002), where the theoretical background for the nearest Kronecker product (NKP) preconditioner was developed. Here we test the NKP preconditioner on both Markov chains (MCs) and stochastic automata networks (SANs). We conclude that the NKP preconditioner is not appropriate for general MCs, but is very effective for a MC stored as a SAN.