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Every block of stone has a statue inside it and it is the task of the sculptor to discover it. Michelangelo In the previous two chapters, we saw that computing both derivative of PageRank and the statistics of the RAPr model involve only solving PageRank problems. In this chapter, we develop an inner-outer iteration that solves PageRank as a series of PageRank problems with smaller values of α. Recall that PageRank as a linear system is the vector x that satisfies (I − αP)x = (1 − α)v, (5.1) or equivalently x = αPx + (1 − α)v. (5.2) In the Richardson iteration for PageRank, we convert this equation into a stationary iterative method by taking the previous left-hand side as the new iterate, that is x(k+1) = αPx(k) + (1 − α)v. (5.3) Well known spectral and convergence properties of the PageRank problem show that it is easier1 when α is closer to 0. Inspired by these results, we consider a stationary iteration given by the splitting 5AN INNER-OUTER ITERATION FOR PAGERANK (I − βP)x(k+1) = (α − β)Px(k) + (1 − α)v ≡f(k) (5.4) 1 Easier in the sense that the con- dition number is smaller and the scheme in (5.3) converges linearly with rate α. 2 Formally, it is the PageRank problem (I − βP)x(k+1) = (1 − β)z for z = α−β Px(k) + 1−α v. Because 1−β 1−β eTz = 1andvi ≥ 0,itisagenuine PageRank problem. with 0 < β < α. This expression defines the outer iteration in our new scheme and corresponds to a PageRank problem with β instead of α and a different right-hand side.2 To apply these iterations in practice, we use a Richardson iteration to solve the inner system (I − βP)x(k+1) = f(k) (5.5) 105PDF Image | Instagram Cheat Sheet
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