NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS

DOI10.15807/JORSJ.40.283MaRDI QIDQ4366141zbMATH OpenOpenAlexFDO

Authors Ushio Sumita, Nobuko Igaki

Publication date 18 November 1997

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.40.283

zbMATH Keywords

block Gauss-Seidel algorithmergodic Markov chainsglobal geometric convergencelarge-scale Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Operations research and management science (90B99)

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Cited in

(1)

• State Space Orderings for Gauss--Seidel in Markov Chains Revisited

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