Updating $LU$ Factorizations for Computing Stationary Distributions

DOI10.1137/0607004zbMath0592.65014OpenAlexW2039308810MaRDI QIDQ3721678

Robert J. Plemmons, Robert E. Funderlic

Publication date: 1986

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0607004

zbMATH Keywords

stochastic matricesLU-decompositiondiscrete Markov process

Mathematics Subject Classification ID

Factorization of matrices (15A23) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Direct numerical methods for linear systems and matrix inversion (65F05) Stochastic matrices (15B51)

Related Items (10)

Stationary distributions of perturbed Markov chains ⋮ The computation of key properties of Markov chains via perturbations ⋮ On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains ⋮ Characterizations of generalized inverses associated with Markovian kernels ⋮ Graphs with absorption: numerical methods for the absorption inverse and the computation of centrality measures ⋮ Dynamic normal forms and dynamic characteristic polynomial ⋮ A direct projection method for Markov chains ⋮ Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models ⋮ Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999 ⋮ Dedication to Robert J. Plemmons

Cites Work

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• LU decomposition of M-matrices by elimination without pivoting
• Partitioning, tearing and modification of sparse linear systems
• The rank of a difference of matrices and associated generalized inverses
• Triangular factors of modified matrices
• A Combined Direct-Iterative Method for Certain M-Matrix Linear Systems
• A Diagonal Modification for the Downdating Algorithm
• Convergent Regular Splittings for Singular M-Matrices
• Matrix Methods for Queuing Problems
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Updating finite markov chains by using techniques of group matrix inversion
• Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models
• On the Modification of LDL T Factorizations
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Methods for Modifying Matrix Factorizations

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