A new GMRES(m) method for Markov chains

MaRDI QIDQ459638zbMATH OpenFDO

Authors Bing-Yuan Pu, Ting-Zhu Huang, Chun Wen

Publication date 13 October 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Iterative numerical methods for linear systems (65F10) Numerical computation of determinants (65F40)

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Cited in

(3)

• Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
• An extension of two conjugate direction methods to Markov chain problems
• A new multivariate Markov chain model for adding a new categorical data sequence

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