scientific article; zbMATH DE number 510830

MaRDI QIDQ4281297zbMATH OpenFDO

Authors A. Hadjidimos, Robert J. Plemmons

Publication date 4 April 1994

zbMATH Keywords

convergenceMarkov chainsqueueing networks\(p\)-cyclic matricesconsistent singular systemssuccessive overrelaxation iterative methods

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Iterative numerical methods for linear systems (65F10)

Recommendations

• Optimal \(p\)-cyclic SOR
• Cyclic convergence of iterative methods in Markov modelling
• Block cyclic SOR for Markov chains with p-cyclic infinitesimal generator

Cited in

(13)

• Cyclic convergence of iterative methods in Markov modelling
• Exact SOR convergence regions for a general class of \(p\)-cyclic matrices
• The Ostrowski-Reich theorem for SOR iterations: Extensions to the rank deficient case
• Semiconvergence of block SOR method for singular linear systems with \(p\)-cyclic matrices
• Superior convergence domains for a \(p\)-cyclic SSOR majorizer
• A Young-Eidson's type algorithm for complex \(p\)-cyclic SOR spectra
• A note on the extended convergence of SOR for two-periodic Markov chains
• Optimal \(p\)-cyclic SOR
• Optimal \(p\)-cyclic SOR for complex spectra
• Application of the Schur-Cohn theorem to the precise convergence domain for a \(p\)-cyclic SOR iteration matrix
• Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
• On a two-level multigrid solution method for finite Markov chains
• Dedication to Robert J. Plemmons

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