No label defined (Q4945338)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1424145
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 1424145 |
Statements
23 March 2000
0 references
stationary distributions
0 references
finite irreducible Markov chains
0 references
LU decompositions
0 references
algorithm
0 references
vector iteration methods
0 references
power method
0 references
Gauss-Seidel iteration
0 references
successive overrelaxation
0 references
block iterative methods
0 references
projection techniques
0 references
0.8809089660644531
0 references
0.8506402969360352
0 references
0.8486081957817078
0 references
0.8402647972106934
0 references
Computational methods for determining stationary distributions of finite irreducible Markov chains are discussed. Iterative and direct methods are compared, advantages and disadvantages are pointed out. The LU decompositions, compact storage schemes, the Grassmann-Taksar-Heyman advantage and the corresponding algorithm are presented in the Chapter on direct methods. The single vector iteration methods are considered. In particular the power method, the Gauss-Seidel iteration and successive overrelaxation, the symmetric successive overrelaxation method, and block iterative methods are examined. Finally, the projection techniques and the decomposition methods are described. For the entire collection see [Zbl 0929.00017].
0 references
