On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices (Q794135): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices |
scientific article |
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On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices (English)
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1984
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The authors analyse an iterative technique to improve an approximation to the dominant left eigenvalue of a nearly completely decomposable stochastic matrix. The technique mixes the power method and the Rayleigh- Ritz refinement.
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iterative method
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dominant left eigenvalue
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nearly completely decomposable stochastic matrix
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power method
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Rayleigh-Ritz refinement
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