Comparison of Convergence of General Stationary Iterative Methods for Singular Matrices

DOI10.1137/S0895479800375989MaRDI QIDQ4785759zbMATH OpenWikidataFDO

Authors Ivo Marek, Daniel B. Szyld

Publication date 5 January 2003

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

zbMATH Keywords

Markov processesMarkov chainscomparison theoremsiterative methodspartial ordersingular systemsstochastic matricesconesconvergence factor

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)

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Cited in

(12)

• On the Convergence of General Stationary Linear Iterative Methods for Singular Linear Systems
• Finite precision behavior of stationary iteration for solving singular systems
• The Convergence of Linear Stationary Iterative Processes for Solving Singular Unstructured Systems of Linear Equations
• Block Gauss elimination followed by a classical iterative method for the solution of linear systems.
• Algebraic Schwarz methods for the numerical solution of Markov chains
• Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces
• Convergence and quotient convergence of iterative methods for solving singular linear equations with index one
• Comparison theorems for the convergence factor of iterative methods for singular matrices
• Quotient convergence and multi-splitting methods for solving singular linear equations
• The stationary iterations revisited
• Monotone convergence of iterative methods for singular linear systems
• Positive cones and convergence conditions for iterative methods based on splittings

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