The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
From MaRDI portal
Publication:1027772
DOI10.1007/s11075-008-9253-0zbMath1170.65021OpenAlexW1498989325MaRDI QIDQ1027772
Beatrice Meini, Dario Andrea Bini
Publication date: 30 June 2009
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-008-9253-0
convergenceMarkov chainsiterative methodsmatrix square rootPoisson equationmatrix equationsalgebraic Riccati equationscyclic reductionToeplitz systemsGraeffe iterationHessenberg systems
Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Matrix equations and identities (15A24) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06)
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