Relative-error bounds for the LU decomposition via the GTH algorithm
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Publication:1923301
DOI10.1007/s002110050203zbMath0859.65018OpenAlexW2106116880MaRDI QIDQ1923301
Publication date: 7 October 1996
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002110050203
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)
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Accurate SVDs of weakly diagonally dominant M-matrices ⋮ The group inverse of finite homogeneous QBD processes ⋮ Performance and stability of direct methods for computing generalized inverses of the graph Laplacian ⋮ Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices ⋮ A direct projection method for Markov chains ⋮ Accurate computation of the smallest eigenvalue of a diagonally dominant $M$-matrix ⋮ Computing singular values of diagonally dominant matrices to high relative accuracy ⋮ Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods
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