An extension of two conjugate direction methods to Markov chain problems

MaRDI QIDQ4558009zbMATHFDO

Authors Chun Wen, Tomohiro Sogabe, Ting-Zhu Huang

Publication date 27 November 2018

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)

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