On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices

DOI10.1016/0024-3795(84)90067-3MaRDI QIDQ794135zbMATH OpenOpenAlexFDO

Authors David F. McAllister, G. W. Stewart, William J. Stewart

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0024-3795(84)90067-3

zbMATH Keywords

dominant left eigenvalueiterative methodnearly completely decomposable stochastic matrixpower methodRayleigh-Ritz refinement

Mathematics Subject Classification ID

Stochastic matrices (15B51) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The authors analyse an iterative technique to improve an approximation to the dominant left eigenvalue of a nearly completely decomposable stochastic matrix. The technique mixes the power method and the Rayleigh- Ritz refinement.

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Cites work

• Aggregation of Variables in Dynamic Systems
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• scientific article; zbMATH DE number 3574935 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems

Cited in

(8)

• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• The first Laurent series coefficients for singularly perturbed stochastic matrices
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• scientific article; zbMATH DE number 4101379 (Why is no real title available?)
• More on Rayleigh–Ritz Refinement Technique for Nearly Uncoupled Stochastic Matrices
• Blockwise perturbation theory for nearly uncoupled Markov chains and its application
• Iterative algorithms for large stochastic matrices

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