Iterative algorithms for large stochastic matrices

DOI10.1016/0024-3795(91)90374-6MaRDI QIDQ808164zbMATH OpenOpenAlexFDO

Authors Pierre Semal

Publication date 1991

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(91)90374-6

zbMATH Keywords

performanceconvergence ratesiterative methodsstochastic matrixpower methodJacobi methodGauss- Seidel method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

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• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
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• Non-negative matrices and Markov chains.
• On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices
• Return times in nearly-completely decomposable stochastic processes
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• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices

Cited in

(5)

• Random-walk interpretations of classical iteration methods
• scientific article; zbMATH DE number 3886983 (Why is no real title available?)
• Fast algorithms for Brownian matrices
• The extrapolated gauss-seidel methods and generally consistently ordered matrices
• scientific article; zbMATH DE number 1329129 (Why is no real title available?)

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