Comments on a Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems

DOI10.1137/S0895479802407901zbMath1040.65004MaRDI QIDQ4443794

Chun-Hua Guo

Publication date: 18 January 2004

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesMarkov chainconvergence ratematrix equationcyclic reduction

Mathematics Subject Classification ID

Related Items (4)

Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations ⋮ Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models ⋮ Shift Techniques and Canonical Factorizations in the Solution of M/G/1-Type Markov Chains ⋮ The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

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