An extension of two conjugate direction methods to Markov chain problems

zbMATH Open1413.60073MaRDI QIDQ4558009FDOQ4558009

Authors: Chun Wen, Tomohiro Sogabe, Ting-Zhu Huang 

Publication date: 27 November 2018

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• scientific article; zbMATH DE number 956798

zbMATH Keywords

Krylov subspace methodsMarkov chainsstationary probability distributionconjugate direction methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Cited In (1)

• A new \(\mathrm{GMRES}(m)\) method for Markov chains

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