A chaotic asynchronous algorithm for computing the fixed point of a nonnegative matrix of unit spectral radius

DOI10.1145/4904.4801zbMath0641.65033MaRDI QIDQ3782664

Boris D. Lubachevsky, Debasis Mitra

Publication date: 1986

Published in: Journal of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/4904.4801

zbMATH Keywords

fixed point; numerical experiments; Markov chain; parallel computations; positive eigenvector; projective metric; asynchronous algorithm; chaotic algorithm; Geometric rate of convergence; positive, irreducible matrix

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

65Y05: Parallel numerical computation

15B51: Stochastic matrices

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