On the use of two QMR algorithms for solving singular systems and applications in Markov chain modeling

DOI10.1002/NLA.1680010406zbMATH Open0840.65021OpenAlexW1968647352MaRDI QIDQ4868089FDOQ4868089

Marlis Hochbruck, Roland W. Freund

Publication date: 30 June 1996

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1680010406

Recommendations

• scientific article; zbMATH DE number 663834
• Inexact GMRES for singular linear systems
• QMR: A quasi-minimal residual method for non-Hermitian linear systems
• On quasi-minimal residual approach of iterative algorithms for solving nonsymmetric linear systems

zbMATH Keywords

convergencenumerical experimentssingular systemsnon-Hermitian linear systemsLanczos processmatrix-vector productsMarkov chain modelingKrylov-subspace methodsquasi-minimal residual algorithmtranspose-free QMR algorithm

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10)

Cites Work

• Matrix Analysis
• Methods of conjugate gradients for solving linear systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (32)

• An Implementation of the QMR Method Based on Coupled Two-Term Recurrences
• Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems
• New methods for computing the Drazin-inverse solution of singular linear systems
• Perturbation analysis of singular linear systems with index one^∗
• A Hessenberg-type algorithm for computing PageRank problems
• Perturbation analysis of singular linear systems with arbitrary index.
• Structured perturbations of Drazin inverse
• Title not available (Why is that?)
• An improvement on the perturbation of the group inverse and oblique projection
• Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems
• Acute perturbation of the group inverse
• Inexact GMRES for singular linear systems
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• Displacement structure of the core inverse
• Sign pattern, usability, representations and perturbation for the core-EP and weighted core-EP inverse
• DFOM algorithm and error analysis for projection methods for solving singular linear system
• Spectral behaviour of GMRES applied to singular systems
• Gradient methods for computing the Drazin-inverse solution
• Successive matrix squaring algorithm for computing the Drazin inverse
• Convergence properties of Krylov subspace methods for singular linear systems with arbitrary index
• On Krylov solutions to infinite-dimensional inverse linear problems
• FOM accelerated by an extrapolation method for solving PageRank problems
• The Drazin inverse of updating of a square matrix with application to perturbation formula
• Numerical methods for generalized least squares problems
• Structured perturbations of group inverse and singular linear system with index one
• A geometric view of Krylov subspace methods on singular systems.
• IGMRES method for linear systems
• On the convergence of general stationary iterative methods for range-Hermitian singular linear systems
• Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices
• Expressions for the drazin inverse of a 2×2 Block Matrix
• Perturbation bounds for the group inverse and its oblique projection
• On the perturbation of the group inverse and oblique projection

This page was built for publication: On the use of two QMR algorithms for solving singular systems and applications in Markov chain modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4868089)