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

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Matrix equations and identities (15A24) Numerical analysis or methods applied to Markov chains (65C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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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