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

DOI10.1137/S0895479802407901MaRDI QIDQ4443794zbMATH OpenFDO

Authors Chun-Hua Guo

Publication date 18 January 2004

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

Full work available at URL https://doi.org/10.1137/S0895479802407901

zbMATH Keywords

convergence ratecyclic reductioneigenvaluesMarkov chainmatrix equation

Mathematics Subject Classification ID

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

Recommendations

• A shifted cyclic reduction algorithm for quasi-birth-death problems
• A compressed cyclic reduction for QBD processes with low-rank upper and lower transitions
• Shift Techniques and Canonical Factorizations in the Solution of M/G/1-Type Markov Chains
• A logarithmic reduction algorithm for quasi-birth-death processes
• On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes.

Cited in

(13)

• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
• Truncation and augmentation of level-independent QBD processes.
• Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations
• Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks
• Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
• A shifted cyclic reduction algorithm for quasi-birth-death problems
• Convergence analysis of the Latouche--Ramaswami algorithm for null recurrent quasi-birth-death processes
• A compressed cyclic reduction for QBD processes with low-rank upper and lower transitions
• On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes.
• A logarithmic reduction algorithm for quasi-birth-death processes
• Tree Structured QBD Markov Chains and Tree‐Like QBD Processes
• Shift Techniques and Canonical Factorizations in the Solution of M/G/1-Type Markov Chains
• Numerical methods for QBD matrix equations

This page was built for publication: Comments on a Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4443794)