A new GMRES(m) method for Markov chains

zbMATH Open1296.65057MaRDI QIDQ459638FDOQ459638

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)

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Mathematics Subject Classification ID

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

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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