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

DOI10.1002/NLA.1680010406MaRDI QIDQ4868089zbMATH OpenOpenAlexFDO

Authors Roland W. Freund, Marlis Hochbruck

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

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)

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Cites work

• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 740107 (Why is no real title available?)
• scientific article; zbMATH DE number 3319130 (Why is no real title available?)
• Matrix Analysis
• Methods of conjugate gradients for solving linear systems

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
• scientific article; zbMATH DE number 1226277 (Why is no real title available?)
• Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems
• Acute perturbation of the group inverse
• An improvement on the perturbation of the group inverse and oblique projection
• Inexact GMRES for singular linear systems
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• 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
• Displacement structure of the core inverse
• On the convergence of general stationary iterative methods for range-Hermitian singular linear systems.
• Successive matrix squaring algorithm for computing the Drazin inverse
• Spectral behaviour of GMRES applied to singular systems
• Gradient methods for computing the Drazin-inverse solution
• 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
• 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

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