6454

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

A Randomized Algorithm for Finding Eigenvector of Stochastic Matrix With Application to PageRank Problem

ISBN/ISSN: 

E-ISBN: 978-1-4244-4602-5, Print ISBN: 978-1-4244-4601-8.

Наименование конференции: 

  • IEEE International Symposium on Intelligent Control (ISIC-2009), Part of 2009 IEEE Multi-conference on Systems and Control (Saint-Petersburg)

Наименование источника: 

  • Proceedings of the IEEE International Symposium on Intelligent Control (ISIC-2009), Part of 2009 IEEE Multi-conference on Systems and Control (Saint-Petersburg)

Город: 

  • Saint Petersburg

Издательство: 

  • INSPEC Accession Number: 10909083. DOI: 10.1109/CCA.2009.5280707

Год издания: 

2009

Страницы: 

412-416
Аннотация
The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent consensus, networked control and data mining. The well-known power method is a typical tool for its solution. However randomized methods could be competitors vs standard ones they require much less calculations for one iteration and are well-tailored for distributed computations. We propose a novel adaptive randomized algorithm and provide an explicit upper bound for its rate of convergence O(sqrt(ln(N/n))), where N is the dimension and n is the number of iterations. The bound looks promising because sqrt(lnN) is not large even for very high dimensions. The proposed algorithm is based on the mirrordescent method for convex stochastic optimization.

Библиографическая ссылка: 

Назин А.В., Поляк Б.Т. A Randomized Algorithm for Finding Eigenvector of Stochastic Matrix With Application to PageRank Problem / Proceedings of the IEEE International Symposium on Intelligent Control (ISIC-2009), Part of 2009 IEEE Multi-conference on Systems and Control (Saint-Petersburg). Saint Petersburg: INSPEC Accession Number: 10909083. DOI: 10.1109/CCA.2009.5280707, 2009. С. 412-416.