Updating $LU$ Factorizations for Computing Stationary Distributions (Q3721678)

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Updating $LU$ Factorizations for Computing Stationary Distributions
scientific article

    Statements

    title
    Updating $LU$ Factorizations for Computing Stationary Distributions (English)
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    author
    Robert E. Funderlic
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    Robert J. Plemmons
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    publication date
    1986
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    zbMATH Keywords
    LU-decomposition
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    stochastic matrices
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    discrete Markov process
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    Identifiers

    DOI
    10.1137/0607004
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    Mathematics Subject Classification ID
    65F05
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    15A23
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    15B51
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    60J20
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    68M20
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    zbMATH DE Number
    3951880
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