Relative-error bounds for the LU decomposition via the GTH algorithm (Q1923301)
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| Language | Label | Description | Also known as |
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| English | Relative-error bounds for the LU decomposition via the GTH algorithm |
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Relative-error bounds for the LU decomposition via the GTH algorithm (English)
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7 October 1996
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In an earlier paper, the author has shown that a modified form of Gaussian elimination for finding the steady state distribution of a finite state Markov chain has a low relative error. In this paper, he shows that the LU decomposition computed in the above-mentioned process also has a low relative error. Results of some computational experiments are also given.
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numerical example
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Markov chain
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LU decomposition
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