Multiplicative Schwarz method for solving Markov chains

MaRDI QIDQ3072996zbMATH OpenFDO

Authors Guangbao Guo, Jianhua Lin

Publication date 5 February 2011

zbMATH Keywords

Markov chainssingular systemssemiconvergencemultiplicative Schwarz methodsplitting matricesquasi-nonnegative splittings

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Recommendations

• Iterative methods for solving the stationary distribution of Markov chains
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Cited in

(10)

• A Graph Based Approach to the Convergence of One Level Schwarz Iterations for Singular M-Matrices and Markov Chains
• Additive Schwarz Iterations for Markov Chains
• Schwarz methods for quasi stationary distributions of Markov chains
• scientific article; zbMATH DE number 7774057 (Why is no real title available?)
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• Algebraic Schwarz methods for the numerical solution of Markov chains
• Algebraic Analysis of Schwarz Methods for Singular Systems
• A graph based approach to the convergence of some iterative methods for singular M-matrices and Markov chains.
• Restricted additive Schwarz methods for Markov chains.
• Iterative methods for solving the stationary distribution of Markov chains

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