NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS (Q4366141)
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scientific article; zbMATH DE number 1089445
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| English | NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS |
scientific article; zbMATH DE number 1089445 |
Statements
NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS (English)
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18 November 1997
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block Gauss-Seidel algorithm
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ergodic Markov chains
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large-scale Markov chains
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global geometric convergence
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0.759117603302002
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0.7587221264839172
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0.7581543922424316
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0.7477449178695679
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