On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices

DOI10.1016/0024-3795(84)90067-3zbMath0539.65018OpenAlexW2057933053MaRDI QIDQ794135

G. W. Stewart, D. F. McAllister, William J. Stewart

Publication date: 1984

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(84)90067-3

zbMATH Keywords

iterative methodpower methoddominant left eigenvaluenearly completely decomposable stochastic matrixRayleigh-Ritz refinement

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)

Related Items (6)

Perturbation results for nearly uncoupled Markov chains with applications to iterative methods ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ The first Laurent series coefficients for singularly perturbed stochastic matrices ⋮ Blockwise perturbation theory for nearly uncoupled Markov chains and its application ⋮ Iterative algorithms for large stochastic matrices ⋮ Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices

Cites Work

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• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
• Aggregation of Variables in Dynamic Systems

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