Bordered Matrices, Singular Systems, and Ergodic Markov Chains

DOI10.1137/0911040MaRDI QIDQ3489361zbMATH OpenOpenAlexFDO

Authors King-wah Eric Chu

Publication date 1990

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0911040

zbMATH Keywords

bordered matricesconditioningergodic Markov chainsnumerical examplessingular M-matricesstationary distribution vectors

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

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Cited in

(3)

• On the numerical solution of nonlinear eigenvalue problems
• On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains
• Numerical solution of sparse singular systems of equations arising from ergodic markov chains

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