Error Bounds for the Computation of Null Vectors with Applications to Markov Chains

DOI10.1137/0614056zbMATH Open0783.65015OpenAlexW2059927239MaRDI QIDQ3136549FDOQ3136549

Authors: Jesse L. Barlow 

Publication date: 18 October 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0614056

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zbMATH Keywords

error boundscomputational experimentscondition numbersgroup inverse\(LU\) decompositionMarkov chain modeling problem

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cited In (5)

• Projected iterative algorithms for complex symmetric systems arising in magnetized multicomponent transport
• Title not available (Why is that?)
• Bordered Matrices, Singular Systems, and Ergodic Markov Chains
• Numerical solution of sparse singular systems of equations arising from ergodic markov chains
• Numerical Solution of Linear Equations Arising in Markov Chain Models

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